+1,218.8%
URI vs TCOM
+3.5%
+1,215.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.7% | +7.6% | +7.1% |
| 7D | -4.0% | +7.4% | -11.5% | -6.0% |
| 30D | +6.8% | +13.2% | -6.4% | +3.0% |
| 3M | -2.8% | -4.6% | +1.7% | -2.0% |
| 6M | +20.9% | -16.4% | +37.3% | +25.5% |
| YTD | +40.2% | -38.8% | +79.0% | +57.7% |
| 1Y | +34.1% | -37.3% | +71.4% | +49.6% |
| 3Y | +164.1% | +31.4% | +132.7% | +121.4% |
| 5Y | +199.3% | +45.5% | +153.8% | +122.2% |
| 10Y | +1,218.8% | +4.6% | +1,214.2% | +885.9% |
| All | +1,218.8% | +3.5% | +1,215.3% | +885.9% |
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