-19.9%
USAR vs TCOM
+18.5%
-38.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.4% | -2.3% |
| 7D | +8.8% | -1.4% | +10.1% | +8.8% |
| 30D | -28.5% | +11.5% | -40.0% | -28.7% |
| 3M | -56.2% | -5.2% | -51.0% | -56.1% |
| 6M | -68.4% | -16.9% | -51.5% | -68.2% |
| YTD | -32.2% | -39.9% | +7.7% | -32.1% |
| 1Y | -52.3% | -42.1% | -10.2% | -52.3% |
| 3Y | -21.2% | +28.0% | -49.2% | -19.3% |
| All | -19.9% | +18.5% | -38.3% | -18.0% |
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