+89.2%
USB vs TSEM
+879.4%
-790.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.9% | -8.4% | +0.8% |
| 7D | +0.8% | -2.0% | +2.7% | +0.8% |
| 30D | +6.8% | -33.4% | +40.2% | +13.0% |
| 3M | -3.8% | -39.7% | +35.9% | +2.8% |
| 6M | +11.7% | -27.8% | +39.6% | +11.3% |
| YTD | +17.5% | +29.7% | -12.2% | +0.9% |
| 1Y | +33.8% | +81.1% | -47.4% | +5.7% |
| 3Y | +104.2% | +529.3% | -425.1% | +15.9% |
| 5Y | +26.4% | +315.0% | -288.5% | -22.8% |
| 10Y | +89.2% | +865.7% | -776.5% | -12.4% |
| All | +89.2% | +879.4% | -790.2% | -12.4% |
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