+84.4%
TCOM vs URA
-49.7%
+134.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.5% | -1.6% |
| 7D | +2.2% | +2.9% | -0.7% | +0.9% |
| 30D | +12.5% | -10.8% | +23.3% | +16.2% |
| 3M | -5.6% | -25.5% | +19.9% | +3.0% |
| 6M | -16.5% | -41.2% | +24.8% | -2.2% |
| YTD | -39.4% | -21.3% | -18.1% | -37.7% |
| 1Y | -41.0% | -25.7% | -15.3% | -38.4% |
| 3Y | +29.2% | +43.1% | -13.8% | -1.3% |
| 5Y | +41.6% | +35.6% | +6.1% | +6.0% |
| 10Y | +6.6% | +281.3% | -274.7% | -53.1% |
| All | +84.4% | -49.7% | +134.1% | +50.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling