+31.8%
USB vs TRU
+2.1%
+29.7%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.1% |
| 7D | 0.0% | +5.7% | -5.7% | -1.1% |
| 30D | +5.8% | +29.2% | -23.4% | +0.7% |
| 3M | -6.0% | +2.7% | -8.6% | -6.8% |
| 6M | +7.8% | +15.2% | -7.4% | +3.9% |
| YTD | +14.6% | -4.9% | +19.5% | +14.2% |
| 1Y | +31.8% | +3.4% | +28.4% | +25.0% |
| All | +31.8% | +2.1% | +29.7% | +25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling