+40.4%
TCOM vs UEC
+23.6%
+16.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.9% | +5.0% | -0.4% |
| 7D | -1.4% | +4.9% | -6.3% | -1.9% |
| 30D | +11.5% | -17.5% | +29.0% | +13.1% |
| 3M | -5.2% | -40.1% | +34.9% | -1.2% |
| 6M | -16.9% | -56.1% | +39.2% | -11.4% |
| YTD | -39.9% | -41.8% | +1.9% | -38.7% |
| 1Y | -42.1% | -44.8% | +2.7% | -40.8% |
| 3Y | +28.0% | +20.6% | +7.5% | +12.3% |
| 5Y | +40.4% | +24.3% | +16.1% | +19.9% |
| All | +40.4% | +23.6% | +16.7% | +19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling