+72.4%
UBER vs TCOM
-4.9%
+77.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.1% | -1.5% |
| 7D | -5.4% | -4.9% | -0.5% | -3.7% |
| 30D | -4.9% | -14.4% | +9.5% | +0.6% |
| 3M | +3.0% | -17.7% | +20.7% | +10.1% |
| 6M | -4.4% | -25.1% | +20.7% | +5.8% |
| YTD | -12.3% | -45.7% | +33.5% | +7.7% |
| 1Y | -24.3% | -47.9% | +23.6% | -5.9% |
| 3Y | +46.4% | +8.9% | +37.5% | +26.6% |
| 5Y | +79.7% | +26.9% | +52.8% | +32.3% |
| All | +72.4% | -4.9% | +77.3% | +17.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling