+96.6%
USB vs TT
+93.8%
+2.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.4% |
| 7D | +2.4% | -8.5% | +10.9% | +4.9% |
| 30D | +6.6% | -12.8% | +19.4% | +10.6% |
| 3M | -4.1% | -12.9% | +8.8% | -0.6% |
| 6M | +12.5% | -15.2% | +27.7% | +17.1% |
| YTD | +17.6% | +6.2% | +11.4% | +12.8% |
| 1Y | +36.5% | -4.5% | +41.0% | +35.9% |
| All | +96.6% | +93.8% | +2.8% | +50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling