+83.6%
USB vs TRU
+186.2%
-102.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | +5.7% | +24.3% | -18.5% | -3.1% |
| 3M | -4.7% | +2.3% | -7.0% | -6.4% |
| 6M | +13.4% | +17.7% | -4.3% | +4.5% |
| YTD | +17.0% | -3.8% | +20.8% | +15.0% |
| 1Y | +32.4% | -0.3% | +32.7% | +28.2% |
| 3Y | +101.7% | +58.4% | +43.3% | +54.6% |
| 5Y | +24.4% | -24.0% | +48.4% | +25.2% |
| 10Y | +83.6% | +187.9% | -104.4% | +35.5% |
| All | +83.6% | +186.2% | -102.6% | +35.5% |
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