+31.8%
USB vs TSEM
+58.6%
-26.8%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.8% | -5.3% | -0.6% |
| 7D | 0.0% | -17.5% | +17.5% | +0.2% |
| 30D | +5.8% | -44.7% | +50.5% | +6.8% |
| 3M | -6.0% | -38.9% | +32.9% | -5.4% |
| 6M | +7.8% | -36.7% | +44.4% | +7.1% |
| YTD | +14.6% | +17.0% | -2.4% | +8.4% |
| 1Y | +31.8% | +62.8% | -31.0% | +20.7% |
| All | +31.8% | +58.6% | -26.8% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling