+22.7%
USB vs TT
+128.8%
-106.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.4% | +2.3% | -0.4% |
| 7D | -1.5% | -9.0% | +7.5% | +2.1% |
| 30D | +4.3% | -17.6% | +21.9% | +12.0% |
| 3M | -6.1% | -18.7% | +12.6% | +1.2% |
| 6M | +9.4% | -17.4% | +26.8% | +16.4% |
| YTD | +15.2% | +1.5% | +13.6% | +11.4% |
| 1Y | +32.8% | -9.4% | +42.1% | +34.9% |
| 3Y | +91.3% | +85.1% | +6.2% | +34.2% |
| 5Y | +22.7% | +125.7% | -103.1% | -29.4% |
| All | +22.7% | +128.8% | -106.1% | -29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling