+26.5%
TCOM vs UEC
+278.7%
-252.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.0% | -4.3% | -1.6% |
| 7D | -7.6% | +2.6% | -10.2% | -7.8% |
| 30D | -12.2% | +5.6% | -17.8% | -12.9% |
| 3M | -14.2% | -5.7% | -8.5% | -14.4% |
| 6M | -25.0% | -8.0% | -17.0% | -25.4% |
| YTD | -43.7% | +1.8% | -45.5% | -45.1% |
| 1Y | -44.5% | +0.6% | -45.1% | -46.6% |
| 3Y | +13.4% | +155.2% | -141.7% | -7.0% |
| 5Y | +26.5% | +305.8% | -279.3% | -5.6% |
| All | +26.5% | +278.7% | -252.2% | -5.6% |
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