+79.8%
USB vs TSEM
+873.2%
-793.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.3% | -0.3% |
| 7D | +1.2% | +20.5% | -19.3% | -1.9% |
| 30D | +6.3% | -29.0% | +35.2% | +11.3% |
| 3M | -6.1% | -39.4% | +33.2% | +0.2% |
| 6M | +13.0% | -28.5% | +41.5% | +13.0% |
| YTD | +16.6% | +34.4% | -17.9% | -0.5% |
| 1Y | +31.1% | +48.3% | -17.2% | +9.1% |
| 3Y | +100.9% | +543.5% | -442.6% | +13.6% |
| 5Y | +24.5% | +331.4% | -306.9% | -24.5% |
| All | +79.8% | +873.2% | -793.5% | -18.1% |
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