+32.4%
USB vs TRU
+2.0%
+30.4%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +1.3% |
| 3M | -4.7% | +2.3% | -7.0% | -5.5% |
| 6M | +13.4% | +17.7% | -4.3% | +8.9% |
| YTD | +17.0% | -3.8% | +20.8% | +16.6% |
| 1Y | +32.4% | -0.3% | +32.7% | +28.9% |
| All | +32.4% | +2.0% | +30.4% | +28.9% |
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