+548.8%
UL vs TCOM
+2,694.8%
-2,146.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | -1.3% | -9.5% | +8.2% | -0.4% |
| 30D | +0.5% | -10.7% | +11.2% | +1.6% |
| 3M | +17.6% | -14.6% | +32.2% | +19.2% |
| 6M | -5.4% | -19.3% | +14.0% | -3.6% |
| YTD | +0.7% | -42.9% | +43.6% | +5.7% |
| 1Y | -9.3% | -43.8% | +34.5% | -4.7% |
| 3Y | +24.5% | +2.1% | +22.4% | +21.0% |
| 5Y | +23.2% | +31.2% | -8.0% | +12.8% |
| 10Y | +64.5% | -13.9% | +78.4% | +51.4% |
| All | +548.8% | +2,694.8% | -2,146.0% | +326.1% |
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