-43.8%
TCOM vs URA
+17.2%
-61.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.0% |
| 7D | -9.5% | +1.1% | -10.6% | -9.6% |
| 30D | -10.7% | +7.4% | -18.1% | -11.3% |
| 3M | -14.6% | -8.4% | -6.2% | -13.9% |
| 6M | -19.3% | -12.7% | -6.6% | -18.5% |
| YTD | -42.9% | +7.8% | -50.7% | -43.2% |
| 1Y | -43.8% | +19.5% | -63.2% | -44.3% |
| All | -43.8% | +17.2% | -61.0% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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