-26.2%
UPS vs TCOM
+7.1%
-33.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.0% | +0.8% |
| 7D | -3.4% | -6.5% | +3.1% | -3.0% |
| 30D | -2.7% | -16.2% | +13.5% | -1.7% |
| 3M | -1.6% | -19.3% | +17.7% | -0.4% |
| 6M | +2.3% | -27.2% | +29.6% | +4.5% |
| YTD | +5.6% | -46.2% | +51.8% | +10.0% |
| 1Y | +27.1% | -46.6% | +73.7% | +32.4% |
| All | -26.2% | +7.1% | -33.4% | -27.0% |
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