+657.4%
UMAC vs TCOM
-3.2%
+660.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.7% |
| 7D | -3.4% | -4.9% | +1.5% | -1.8% |
| 30D | -15.1% | -14.4% | -0.7% | -10.9% |
| 3M | -10.8% | -17.7% | +6.9% | -5.7% |
| 6M | +15.7% | -25.1% | +40.8% | +26.7% |
| YTD | +80.1% | -45.7% | +125.9% | +118.9% |
| 1Y | +116.7% | -47.9% | +164.6% | +168.9% |
| All | +657.4% | -3.2% | +660.6% | +507.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling