-49.8%
USAR vs TCOM
-39.6%
-10.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.2% | -9.0% | -6.4% |
| 7D | -21.8% | +10.7% | -32.4% | -23.5% |
| 30D | -39.9% | +10.1% | -50.0% | -41.2% |
| 3M | -52.5% | -8.9% | -43.7% | -51.2% |
| 6M | -67.9% | -19.2% | -48.8% | -65.2% |
| YTD | -31.1% | -40.6% | +9.5% | -26.9% |
| 1Y | -49.8% | -39.0% | -10.8% | -48.2% |
| All | -49.8% | -39.6% | -10.2% | -48.2% |
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