+108.7%
USB vs TCOM
-11.3%
+120.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | +1.4% | -9.5% | +11.0% | +3.2% |
| 30D | -1.3% | -10.7% | +9.4% | +0.6% |
| 3M | +15.2% | -14.6% | +29.9% | +17.9% |
| 6M | +18.8% | -19.3% | +38.2% | +22.7% |
| YTD | +21.0% | -42.9% | +64.0% | +32.3% |
| 1Y | +34.0% | -43.8% | +77.8% | +46.8% |
| 3Y | +95.3% | +2.1% | +93.2% | +83.7% |
| 5Y | +40.4% | +31.2% | +9.2% | +19.2% |
| All | +108.7% | -11.3% | +120.1% | +74.0% |
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 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