+81.3%
USB vs TSEM
+805.6%
-724.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.9% | +7.8% | +2.0% |
| 7D | +2.6% | +7.0% | -4.4% | +1.3% |
| 30D | +8.4% | -29.8% | +38.2% | +13.6% |
| 3M | -5.5% | -41.9% | +36.4% | +1.5% |
| 6M | +17.7% | -45.8% | +63.5% | +24.8% |
| YTD | +17.6% | +25.1% | -7.5% | +1.5% |
| 1Y | +33.9% | +48.2% | -14.4% | +10.8% |
| 3Y | +103.8% | +476.5% | -372.7% | +17.5% |
| 5Y | +25.6% | +301.4% | -275.9% | -23.0% |
| All | +81.3% | +805.6% | -724.3% | -16.5% |
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