-45.1%
USAR vs TCOM
-41.4%
-3.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.3% | +1.0% |
| 7D | -0.8% | -1.8% | +1.0% | -0.5% |
| 30D | -20.9% | +12.1% | -33.0% | -22.9% |
| 3M | -56.2% | -3.2% | -53.0% | -55.6% |
| 6M | -67.9% | -16.6% | -51.3% | -65.3% |
| YTD | -31.4% | -39.4% | +8.0% | -28.1% |
| 1Y | -45.1% | -41.5% | -3.5% | -38.6% |
| All | -45.1% | -41.4% | -3.7% | -38.6% |
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