+91.7%
USB vs TCOM
+3.1%
+88.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.7% |
| 7D | 0.0% | +12.1% | -12.1% | -2.0% |
| 30D | +5.8% | +16.5% | -10.6% | +3.0% |
| 3M | -6.0% | -4.0% | -1.9% | -5.5% |
| 6M | +7.8% | -18.5% | +26.3% | +11.1% |
| YTD | +14.6% | -38.3% | +52.9% | +23.5% |
| 1Y | +31.8% | -36.6% | +68.4% | +41.2% |
| 3Y | +91.5% | +31.1% | +60.4% | +71.5% |
| 5Y | +22.0% | +47.6% | -25.5% | +1.5% |
| All | +91.7% | +3.1% | +88.6% | +58.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling