+98.3%
USB vs TSEM
+629.0%
-530.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.8% | -8.1% | -1.1% |
| 7D | +1.4% | +6.9% | -5.4% | +0.7% |
| 30D | -1.3% | +5.3% | -6.6% | -2.1% |
| 3M | +15.2% | -14.9% | +30.2% | +15.4% |
| 6M | +18.8% | +80.0% | -61.2% | +2.8% |
| YTD | +21.0% | +89.4% | -68.3% | +2.5% |
| 1Y | +34.0% | +253.1% | -219.1% | -2.8% |
| All | +98.3% | +629.0% | -530.7% | +6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling