+98.3%
USB vs TT
+124.4%
-26.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +1.0% |
| 3M | +15.2% | -3.2% | +18.4% | +15.8% |
| 6M | +18.8% | +1.1% | +17.7% | +17.3% |
| YTD | +21.0% | +15.6% | +5.4% | +13.9% |
| 1Y | +34.0% | +9.2% | +24.8% | +28.3% |
| All | +98.3% | +124.4% | -26.2% | +50.1% |
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