+92.7%
USB vs TSEM
+738.6%
-645.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -12.0% | +9.9% | -0.2% |
| 7D | -1.5% | -30.3% | +28.8% | +4.0% |
| 30D | +4.3% | -49.3% | +53.6% | +15.4% |
| 3M | -6.1% | -38.0% | +31.9% | -0.4% |
| 6M | +9.4% | -41.9% | +51.3% | +13.2% |
| YTD | +15.2% | +11.6% | +3.6% | +1.4% |
| 1Y | +32.8% | +50.5% | -17.7% | +8.4% |
| 3Y | +91.3% | +445.3% | -354.0% | +11.1% |
| 5Y | +22.7% | +272.2% | -249.6% | -24.1% |
| All | +92.7% | +738.6% | -645.9% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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