+1,842.6%
UMC vs TCOM
-9.8%
+1,852.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.5% | +2.2% |
| 7D | +9.0% | -4.9% | +13.9% | +10.1% |
| 30D | +17.2% | -14.4% | +31.6% | +21.1% |
| 3M | +11.4% | -17.7% | +29.1% | +15.6% |
| 6M | +137.5% | -25.1% | +162.6% | +151.5% |
| YTD | +193.1% | -45.7% | +238.8% | +230.4% |
| 1Y | +240.3% | -47.9% | +288.2% | +286.7% |
| 3Y | +262.2% | +8.9% | +253.2% | +230.9% |
| 5Y | +143.1% | +26.9% | +116.3% | +100.7% |
| All | +1,842.6% | -9.8% | +1,852.4% | +1,542.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling