+64.4%
UL vs TCOM
-9.8%
+74.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.6% |
| 7D | -3.4% | -4.9% | +1.5% | -3.1% |
| 30D | +0.5% | -14.4% | +14.9% | +1.6% |
| 3M | +7.2% | -17.7% | +24.9% | +8.5% |
| 6M | -3.1% | -25.1% | +22.1% | -1.2% |
| YTD | -2.7% | -45.7% | +43.0% | +1.1% |
| 1Y | -10.2% | -47.9% | +37.6% | -6.5% |
| 3Y | +20.3% | +8.9% | +11.3% | +16.7% |
| 5Y | +19.9% | +26.9% | -6.9% | +12.1% |
| All | +64.4% | -9.8% | +74.2% | +50.8% |
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