-39.0%
TCOM vs UEC
-46.3%
+7.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.9% | +8.1% | +3.3% |
| 7D | +10.7% | -13.8% | +24.5% | +11.1% |
| 30D | +10.1% | -23.1% | +33.2% | +10.8% |
| 3M | -8.9% | -31.5% | +22.7% | -8.0% |
| 6M | -19.2% | -51.5% | +32.3% | -17.2% |
| YTD | -40.6% | -38.4% | -2.2% | -40.9% |
| 1Y | -39.0% | -44.7% | +5.7% | -39.5% |
| All | -39.0% | -46.3% | +7.3% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 1y: compounded portfolio wealth divided by compounded UEC 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…
1y analysis · Full analysis span regression · 6 months rolling