+89.2%
USB vs TRU
+172.9%
-83.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.1% | +1.6% |
| 7D | +0.8% | +4.9% | -4.1% | -1.1% |
| 30D | +6.8% | +26.9% | -20.1% | -2.9% |
| 3M | -3.8% | +4.0% | -7.8% | -6.1% |
| 6M | +11.7% | +15.8% | -4.1% | +3.7% |
| YTD | +17.5% | -2.6% | +20.1% | +15.0% |
| 1Y | +33.8% | +3.9% | +29.9% | +27.4% |
| 3Y | +104.2% | +59.2% | +45.0% | +56.5% |
| 5Y | +26.4% | -25.7% | +52.1% | +28.6% |
| 10Y | +89.2% | +179.3% | -90.1% | +43.5% |
| All | +89.2% | +172.9% | -83.7% | +43.5% |
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