+207.2%
UMC vs TCOM
-42.5%
+249.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.9% | +5.5% | +4.6% |
| 7D | +5.0% | -9.5% | +14.5% | +5.7% |
| 30D | +7.7% | -10.7% | +18.4% | +8.6% |
| 3M | +1.7% | -14.6% | +16.3% | +3.7% |
| 6M | +113.9% | -19.3% | +133.2% | +120.0% |
| YTD | +168.9% | -42.9% | +211.8% | +176.7% |
| 1Y | +207.2% | -43.8% | +251.0% | +213.4% |
| All | +207.2% | -42.5% | +249.7% | +213.4% |
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