+91.7%
USB vs TRU
+167.9%
-76.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.3% |
| 7D | 0.0% | +5.7% | -5.7% | -2.1% |
| 30D | +5.8% | +29.2% | -23.4% | -4.4% |
| 3M | -6.0% | +2.7% | -8.6% | -7.8% |
| 6M | +7.8% | +15.2% | -7.4% | +0.1% |
| YTD | +14.6% | -4.9% | +19.5% | +13.2% |
| 1Y | +31.8% | +3.4% | +28.4% | +25.7% |
| 3Y | +91.5% | +63.2% | +28.3% | +45.2% |
| 5Y | +22.0% | -26.6% | +48.6% | +24.6% |
| All | +91.7% | +167.9% | -76.1% | +50.3% |
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