+757.4%
UMAC vs TCOM
+0.5%
+756.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -1.3% | +10.6% | +9.8% |
| 7D | +14.7% | -7.6% | +22.3% | +17.5% |
| 30D | -0.5% | -12.2% | +11.7% | +3.5% |
| 3M | +0.5% | -14.2% | +14.7% | +4.6% |
| 6M | +57.9% | -25.0% | +82.9% | +73.1% |
| YTD | +103.9% | -43.7% | +147.6% | +144.7% |
| 1Y | +159.3% | -44.5% | +203.8% | +214.7% |
| All | +757.4% | +0.5% | +756.9% | +579.3% |
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 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