-10.8%
TCOM vs URA
+369.2%
-380.0%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.9% | -2.8% |
| 7D | -10.2% | +5.7% | -15.9% | -11.8% |
| 30D | -16.8% | +5.6% | -22.4% | -18.5% |
| 3M | -16.7% | +6.2% | -22.9% | -19.1% |
| 6M | -27.1% | -8.2% | -18.8% | -26.6% |
| YTD | -45.5% | +9.7% | -55.2% | -49.1% |
| 1Y | -45.9% | +17.0% | -62.9% | -51.6% |
| 3Y | +9.8% | +118.5% | -108.7% | -25.7% |
| 5Y | +23.8% | +134.3% | -110.5% | -22.6% |
| 10Y | -10.8% | +377.5% | -388.3% | -60.8% |
| All | -10.8% | +369.2% | -380.0% | -60.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling