+12.5%
USB vs TT
-14.9%
+27.4%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.0% |
| 7D | +2.4% | -8.5% | +10.9% | +3.0% |
| 30D | +6.6% | -12.8% | +19.4% | +7.6% |
| 3M | -4.1% | -12.9% | +8.8% | -3.4% |
| 6M | +12.5% | -15.2% | +27.7% | +14.1% |
| All | +12.5% | -14.9% | +27.4% | +14.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling