+69.4%
USAR vs TCOM
+7.5%
+62.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.2% | -0.2% | -3.3% |
| 7D | -4.4% | -10.2% | +5.8% | -4.1% |
| 30D | -10.4% | -16.8% | +6.4% | -9.9% |
| 3M | -18.4% | -16.7% | -1.7% | -17.9% |
| 6M | -8.8% | -27.1% | +18.3% | -8.0% |
| YTD | +43.4% | -45.5% | +88.9% | +43.8% |
| 1Y | +21.0% | -45.9% | +66.9% | +21.3% |
| 3Y | +67.7% | +9.8% | +58.0% | +72.1% |
| All | +69.4% | +7.5% | +62.0% | +73.7% |
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 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