+108.7%
USB vs TRU
+147.8%
-39.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.9% | +5.7% | +2.0% |
| 7D | +1.4% | -6.8% | +8.2% | +4.1% |
| 30D | -1.3% | 0.0% | -1.3% | -1.7% |
| 3M | +15.2% | +13.3% | +1.9% | +8.7% |
| 6M | +18.8% | +3.4% | +15.4% | +15.4% |
| YTD | +21.0% | -6.4% | +27.4% | +21.0% |
| 1Y | +34.0% | -9.7% | +43.7% | +35.0% |
| 3Y | +95.3% | +0.1% | +95.2% | +79.9% |
| 5Y | +40.4% | -34.0% | +74.4% | +51.0% |
| All | +108.7% | +147.8% | -39.1% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TRU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling