+103.8%
USB vs TRU
+58.0%
+45.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.8% |
| 7D | +2.6% | 0.0% | +2.6% | +2.6% |
| 30D | +8.4% | +21.3% | -12.9% | +1.6% |
| 3M | -5.5% | +0.2% | -5.8% | -6.2% |
| 6M | +17.7% | +22.4% | -4.7% | +8.4% |
| YTD | +17.6% | -4.8% | +22.4% | +16.9% |
| 1Y | +33.9% | -0.2% | +34.1% | +30.6% |
| 3Y | +103.8% | +57.9% | +45.9% | +50.7% |
| All | +103.8% | +58.0% | +45.9% | +50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling