+3,674.9%
USB vs TSEM
-25.5%
+3,700.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -8.7% | +10.6% | +2.6% |
| 7D | +2.4% | -23.1% | +25.5% | +4.3% |
| 30D | +6.6% | -40.4% | +46.9% | +10.4% |
| 3M | -4.1% | -37.9% | +33.8% | -1.4% |
| 6M | +12.5% | -30.8% | +43.3% | +13.3% |
| YTD | +17.6% | +26.7% | -9.1% | +12.3% |
| 1Y | +36.5% | +80.5% | -44.0% | +26.4% |
| 3Y | +95.4% | +519.5% | -424.1% | +63.0% |
| 5Y | +26.1% | +325.3% | -299.1% | +7.4% |
| 10Y | +101.3% | +864.4% | -763.1% | +60.1% |
| All | +3,674.9% | -25.5% | +3,700.4% | +2,705.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling