+57.7%
USAR vs TCOM
+7.1%
+50.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.3% | -4.7% | -5.9% |
| 7D | -9.3% | -6.5% | -2.8% | -9.1% |
| 30D | -15.2% | -16.2% | +1.1% | -14.7% |
| 3M | -21.1% | -19.3% | -1.8% | -20.5% |
| 6M | -21.6% | -27.2% | +5.7% | -20.8% |
| YTD | +34.8% | -46.2% | +81.0% | +35.3% |
| 1Y | +15.6% | -46.6% | +62.3% | +16.0% |
| All | +57.7% | +7.1% | +50.6% | +62.1% |
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 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