+75.9%
UBER vs TCOM
-1.3%
+77.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.2% | -3.0% |
| 7D | -2.8% | -7.6% | +4.8% | 0.0% |
| 30D | -2.5% | -12.2% | +9.7% | +2.2% |
| 3M | +4.4% | -14.2% | +18.6% | +9.9% |
| 6M | -2.7% | -25.0% | +22.3% | +7.6% |
| YTD | -10.5% | -43.7% | +33.2% | +8.5% |
| 1Y | -22.5% | -44.5% | +22.0% | -5.8% |
| 3Y | +54.8% | +13.4% | +41.4% | +31.9% |
| 5Y | +82.5% | +26.5% | +56.0% | +35.3% |
| All | +75.9% | -1.3% | +77.2% | +18.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling