+84.9%
USB vs TCOM
+3.0%
+81.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +1.4% | +6.5% | -5.1% | +0.3% |
| 30D | +6.4% | +13.3% | -6.9% | +4.1% |
| 3M | -4.5% | -6.5% | +2.0% | -3.6% |
| 6M | +11.4% | -16.3% | +27.7% | +14.2% |
| YTD | +17.1% | -38.7% | +55.8% | +26.4% |
| 1Y | +32.6% | -40.1% | +72.7% | +43.7% |
| 3Y | +101.8% | +30.6% | +71.2% | +80.7% |
| 5Y | +25.1% | +45.8% | -20.7% | +4.1% |
| 10Y | +84.9% | +8.1% | +76.8% | +51.5% |
| All | +84.9% | +3.0% | +81.9% | +51.5% |
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