+31.1%
TCOM vs URA
+36.0%
-4.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.4% | -3.1% | +0.6% |
| 7D | +12.1% | -4.1% | +16.2% | +12.8% |
| 30D | +16.5% | -19.0% | +35.5% | +20.5% |
| 3M | -4.0% | -25.1% | +21.1% | +0.2% |
| 6M | -18.5% | -44.5% | +26.0% | -10.0% |
| YTD | -38.3% | -24.3% | -14.0% | -37.2% |
| 1Y | -36.6% | -28.1% | -8.5% | -34.9% |
| 3Y | +31.1% | +40.7% | -9.5% | +0.3% |
| All | +31.1% | +36.0% | -4.8% | +0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling