+98.3%
USB vs TCOM
+7.1%
+91.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | +1.4% | -9.5% | +11.0% | +2.1% |
| 30D | -1.3% | -10.7% | +9.4% | -0.5% |
| 3M | +15.2% | -14.6% | +29.9% | +16.4% |
| 6M | +18.8% | -19.3% | +38.2% | +20.5% |
| YTD | +21.0% | -42.9% | +64.0% | +26.1% |
| 1Y | +34.0% | -43.8% | +77.8% | +39.8% |
| All | +98.3% | +7.1% | +91.2% | +99.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling