+26.5%
TCOM vs URA
+131.0%
-104.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.1% | -4.4% | -2.1% |
| 7D | -7.6% | +8.1% | -15.7% | -9.6% |
| 30D | -12.2% | +5.8% | -18.0% | -13.8% |
| 3M | -14.2% | +3.4% | -17.7% | -15.7% |
| 6M | -25.0% | -2.6% | -22.4% | -25.7% |
| YTD | -43.7% | +11.2% | -54.8% | -47.2% |
| 1Y | -44.5% | +19.8% | -64.4% | -50.2% |
| 3Y | +13.4% | +121.5% | -108.0% | -21.5% |
| 5Y | +26.5% | +134.5% | -108.0% | -17.6% |
| All | +26.5% | +131.0% | -104.5% | -17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling