+372.1%
TCOM vs UEC
+73.5%
+298.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -9.5% | -6.9% | -2.6% | -8.7% |
| 30D | -10.7% | +7.6% | -18.4% | -11.8% |
| 3M | -14.6% | -18.4% | +3.8% | -13.4% |
| 6M | -19.3% | -23.3% | +3.9% | -18.3% |
| YTD | -42.9% | -1.2% | -41.7% | -44.6% |
| 1Y | -43.8% | +2.3% | -46.1% | -46.4% |
| 3Y | +2.1% | +162.3% | -160.2% | -18.0% |
| 5Y | +31.2% | +287.2% | -256.0% | -7.0% |
| 10Y | -13.9% | +1,009.6% | -1,023.5% | -54.6% |
| All | +372.1% | +73.5% | +298.6% | +107.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling