+108.7%
USB vs TSEM
+1,289.6%
-1,180.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.8% | -8.1% | -1.6% |
| 7D | +1.4% | +6.9% | -5.4% | +0.2% |
| 30D | -1.3% | +5.3% | -6.6% | -2.6% |
| 3M | +15.2% | -14.9% | +30.2% | +15.6% |
| 6M | +18.8% | +80.0% | -61.2% | -0.6% |
| YTD | +21.0% | +89.4% | -68.3% | -0.9% |
| 1Y | +34.0% | +253.1% | -219.1% | -6.0% |
| 3Y | +95.3% | +642.1% | -546.8% | +10.8% |
| 5Y | +40.4% | +659.1% | -618.7% | -23.4% |
| All | +108.7% | +1,289.6% | -1,180.9% | -12.2% |
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