+203.4%
URI vs TCOM
+30.8%
+172.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.8% |
| 7D | -2.0% | -9.5% | +7.5% | -0.4% |
| 30D | -12.9% | -10.7% | -2.2% | -11.3% |
| 3M | -6.7% | -14.6% | +7.9% | -4.7% |
| 6M | +19.0% | -19.3% | +38.3% | +22.6% |
| YTD | +25.5% | -42.9% | +68.5% | +37.2% |
| 1Y | +5.5% | -43.8% | +49.3% | +15.5% |
| 3Y | +111.3% | +2.1% | +109.2% | +100.6% |
| All | +203.4% | +30.8% | +172.6% | +173.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling