+9.4%
USB vs TSEM
-41.3%
+50.7%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -12.0% | +9.9% | -2.4% |
| 7D | -1.5% | -30.3% | +28.8% | -2.3% |
| 30D | +4.3% | -49.3% | +53.6% | +2.8% |
| 3M | -6.1% | -38.0% | +31.9% | -6.8% |
| 6M | +9.4% | -41.9% | +51.3% | +8.2% |
| All | +9.4% | -41.3% | +50.7% | +8.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling