+115.0%
UMC vs TCOM
-39.6%
+154.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.2% | -5.2% | -2.0% |
| 7D | -14.7% | +10.7% | -25.3% | -14.6% |
| 30D | -32.9% | +10.1% | -42.9% | -32.8% |
| 3M | -22.2% | -8.9% | -13.3% | -21.2% |
| 6M | +25.9% | -19.2% | +45.1% | +29.9% |
| YTD | +107.9% | -40.6% | +148.6% | +112.4% |
| 1Y | +115.0% | -39.0% | +154.1% | +118.3% |
| All | +115.0% | -39.6% | +154.7% | +118.3% |
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