+122.1%
URI vs TCOM
+13.4%
+108.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.7% |
| 7D | -2.0% | -9.5% | +7.5% | -0.8% |
| 30D | -12.9% | -10.7% | -2.2% | -11.8% |
| 3M | -6.7% | -14.6% | +7.9% | -5.2% |
| 6M | +19.0% | -19.3% | +38.3% | +21.7% |
| YTD | +25.5% | -42.9% | +68.5% | +35.0% |
| 1Y | +5.5% | -43.8% | +49.3% | +13.7% |
| All | +122.1% | +13.4% | +108.7% | +115.3% |
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