+262.2%
UMC vs TCOM
+8.0%
+254.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.5% | +2.3% |
| 7D | +9.0% | -4.9% | +13.9% | +9.6% |
| 30D | +17.2% | -14.4% | +31.6% | +19.4% |
| 3M | +11.4% | -17.7% | +29.1% | +13.9% |
| 6M | +137.5% | -25.1% | +162.6% | +145.9% |
| YTD | +193.1% | -45.7% | +238.8% | +214.4% |
| 1Y | +240.3% | -47.9% | +288.2% | +266.9% |
| 3Y | +262.2% | +8.9% | +253.2% | +250.6% |
| All | +262.2% | +8.0% | +254.2% | +250.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling