+1,271.8%
URI vs TCOM
-12.7%
+1,284.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.6% | +2.2% |
| 7D | +5.0% | -10.2% | +15.2% | +8.0% |
| 30D | -9.4% | -16.8% | +7.4% | -4.9% |
| 3M | -5.8% | -16.7% | +10.9% | -1.9% |
| 6M | +25.8% | -27.1% | +52.9% | +35.8% |
| YTD | +27.9% | -45.5% | +73.4% | +48.8% |
| 1Y | +9.7% | -45.9% | +55.6% | +27.6% |
| 3Y | +128.0% | +9.8% | +118.2% | +101.9% |
| 5Y | +212.4% | +23.8% | +188.6% | +144.2% |
| 10Y | +1,271.8% | -10.8% | +1,282.6% | +941.8% |
| All | +1,271.8% | -12.7% | +1,284.5% | +941.8% |
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