+7.9%
UMAC vs TCOM
-39.6%
+47.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | +3.2% | -14.0% | -10.5% |
| 7D | -26.0% | +10.7% | -36.7% | -25.3% |
| 30D | -40.3% | +10.1% | -50.4% | -39.7% |
| 3M | -51.1% | -8.9% | -42.3% | -50.4% |
| 6M | -5.6% | -19.2% | +13.5% | -1.2% |
| YTD | +2.3% | -40.6% | +42.9% | -1.3% |
| 1Y | +7.9% | -39.0% | +46.9% | -1.3% |
| All | +7.9% | -39.6% | +47.5% | -1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling