+772.9%
UMC vs TCOM
+2,569.4%
-1,796.5%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.2% | +7.2% | +4.8% |
| 7D | +13.6% | -10.2% | +23.8% | +16.6% |
| 30D | +20.8% | -16.8% | +37.6% | +26.3% |
| 3M | +16.1% | -16.7% | +32.8% | +20.7% |
| 6M | +137.3% | -27.1% | +164.4% | +155.3% |
| YTD | +193.8% | -45.5% | +239.3% | +237.2% |
| 1Y | +236.1% | -45.9% | +282.0% | +285.9% |
| 3Y | +267.1% | +9.8% | +257.4% | +233.6% |
| 5Y | +145.3% | +23.8% | +121.5% | +100.9% |
| 10Y | +1,857.3% | -10.8% | +1,868.1% | +1,512.0% |
| All | +772.9% | +2,569.4% | -1,796.5% | +186.7% |
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