+32.4%
USB vs TCOM
-40.4%
+72.8%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | -0.1% |
| 7D | -0.5% | +2.2% | -2.7% | -0.6% |
| 30D | +5.7% | +12.5% | -6.8% | +5.3% |
| 3M | -4.7% | -5.6% | +0.9% | -4.4% |
| 6M | +13.4% | -16.5% | +29.9% | +15.1% |
| YTD | +17.0% | -39.4% | +56.4% | +21.4% |
| 1Y | +32.4% | -41.0% | +73.3% | +39.4% |
| All | +32.4% | -40.4% | +72.8% | +39.4% |
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