+98.3%
USB vs TSN
+8.7%
+89.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | +1.4% | -6.3% | +7.8% | +3.0% |
| 30D | -1.3% | -10.8% | +9.5% | +1.5% |
| 3M | +15.2% | -8.8% | +24.0% | +17.6% |
| 6M | +18.8% | -16.8% | +35.6% | +24.0% |
| YTD | +21.0% | -10.0% | +31.0% | +22.7% |
| 1Y | +34.0% | -5.3% | +39.3% | +33.2% |
| All | +98.3% | +8.7% | +89.5% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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