+84.9%
USB vs TT
+744.7%
-659.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | +1.4% | +0.8% | +0.6% | +0.9% |
| 30D | +6.4% | -11.8% | +18.2% | +13.0% |
| 3M | -4.5% | -11.6% | +7.1% | +1.1% |
| 6M | +11.4% | -9.3% | +20.7% | +15.2% |
| YTD | +17.1% | +8.9% | +8.2% | +8.3% |
| 1Y | +32.6% | -2.2% | +34.8% | +30.1% |
| 3Y | +101.8% | +91.9% | +10.0% | +28.0% |
| 5Y | +25.1% | +136.0% | -110.9% | -32.1% |
| 10Y | +84.9% | +734.7% | -649.9% | -50.3% |
| All | +84.9% | +744.7% | -659.8% | -50.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling