+34.0%
USB vs TT
+10.3%
+23.7%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | +1.4% | -0.2% | +1.7% | +1.5% |
| 30D | -1.3% | -7.4% | +6.1% | +0.2% |
| 3M | +15.2% | -3.2% | +18.4% | +15.5% |
| 6M | +18.8% | +1.1% | +17.7% | +17.3% |
| YTD | +21.0% | +15.6% | +5.4% | +16.2% |
| 1Y | +34.0% | +9.2% | +24.8% | +29.9% |
| All | +34.0% | +10.3% | +23.7% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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