-39.0%
U vs TCOM
+37.6%
-76.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | -3.8% | -9.5% | +5.7% | -0.1% |
| 30D | +17.5% | -10.7% | +28.2% | +22.5% |
| 3M | +38.7% | -14.6% | +53.4% | +46.2% |
| 6M | +104.4% | -19.3% | +123.7% | +119.8% |
| YTD | -5.7% | -42.9% | +37.3% | +15.8% |
| 1Y | +3.7% | -43.8% | +47.5% | +28.2% |
| 3Y | +12.3% | +2.1% | +10.2% | +3.8% |
| 5Y | -68.8% | +31.2% | -100.0% | -76.6% |
| All | -39.0% | +37.6% | -76.7% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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