+31.1%
USB vs TCOM
-41.5%
+72.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.4% |
| 7D | +1.2% | -1.4% | +2.6% | +1.2% |
| 30D | +6.3% | +11.5% | -5.2% | +5.9% |
| 3M | -6.1% | -5.2% | -0.9% | -5.9% |
| 6M | +13.0% | -16.9% | +29.9% | +14.7% |
| YTD | +16.6% | -39.9% | +56.5% | +20.9% |
| 1Y | +31.1% | -42.1% | +73.2% | +38.9% |
| All | +31.1% | -41.5% | +72.6% | +38.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling