+676.6%
UMAC vs TCOM
-4.0%
+680.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -2.0% | -2.8% |
| 7D | -4.0% | -6.5% | +2.5% | -1.8% |
| 30D | -9.4% | -16.2% | +6.8% | -4.3% |
| 3M | +3.0% | -19.3% | +22.3% | +9.5% |
| 6M | +27.2% | -27.2% | +54.4% | +40.8% |
| YTD | +84.7% | -46.2% | +130.9% | +125.1% |
| 1Y | +136.5% | -46.6% | +183.1% | +190.6% |
| All | +676.6% | -4.0% | +680.5% | +524.8% |
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 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