+33.1%
URI vs TCOM
-39.5%
+72.6%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.7% | +7.6% | +6.9% |
| 7D | -4.0% | +7.4% | -11.5% | -3.9% |
| 30D | +6.8% | +13.2% | -6.4% | +7.0% |
| 3M | -2.8% | -4.6% | +1.7% | -2.6% |
| 6M | +20.9% | -16.4% | +37.3% | +22.8% |
| YTD | +40.2% | -38.8% | +79.0% | +48.0% |
| All | +33.1% | -39.5% | +72.6% | +42.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling