+101.6%
USB vs TRU
+250.8%
-149.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.4% |
| 7D | -1.5% | +9.8% | -11.3% | -4.9% |
| 30D | +4.3% | +30.7% | -26.4% | -6.0% |
| 3M | -6.1% | +3.8% | -9.9% | -8.3% |
| 6M | +9.4% | +21.9% | -12.5% | -0.4% |
| YTD | +15.2% | -2.8% | +18.0% | +12.9% |
| 1Y | +32.8% | +4.8% | +27.9% | +26.1% |
| 3Y | +91.3% | +67.6% | +23.7% | +45.0% |
| 5Y | +22.7% | -25.0% | +47.7% | +23.5% |
| 10Y | +97.0% | +178.6% | -81.6% | +31.0% |
| All | +101.6% | +250.8% | -149.2% | +29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling