+5,638.6%
URI vs TCOM
+2,694.8%
+2,943.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.9% |
| 7D | -2.0% | -9.5% | +7.5% | +0.9% |
| 30D | -12.9% | -10.7% | -2.2% | -10.1% |
| 3M | -6.7% | -14.6% | +7.9% | -3.1% |
| 6M | +19.0% | -19.3% | +38.3% | +25.2% |
| YTD | +25.5% | -42.9% | +68.5% | +45.6% |
| 1Y | +5.5% | -43.8% | +49.3% | +22.7% |
| 3Y | +111.3% | +2.1% | +109.2% | +93.0% |
| 5Y | +198.6% | +31.2% | +167.3% | +128.4% |
| 10Y | +1,179.9% | -13.9% | +1,193.8% | +949.2% |
| All | +5,638.6% | +2,694.8% | +2,943.8% | +1,736.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling