+35.9%
UL vs TCOM
+26.7%
+9.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +1.0% |
| 7D | +1.1% | -1.8% | +2.9% | +1.2% |
| 30D | +4.5% | +12.1% | -7.6% | +4.1% |
| 3M | +6.5% | -3.2% | +9.7% | +6.5% |
| 6M | +18.2% | -16.6% | +34.8% | +18.6% |
| YTD | +4.7% | -39.4% | +44.1% | +5.7% |
| 1Y | +0.8% | -41.5% | +42.3% | +1.9% |
| 3Y | +35.9% | +24.4% | +11.5% | +36.7% |
| All | +35.9% | +26.7% | +9.2% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling