+92.5%
USB vs TCOM
+28.6%
+63.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.7% | -2.3% |
| 7D | -1.5% | +13.6% | -15.1% | -2.3% |
| 30D | +4.3% | +14.5% | -10.2% | +3.4% |
| 3M | -6.1% | -4.7% | -1.4% | -5.8% |
| 6M | +9.4% | -16.4% | +25.8% | +10.7% |
| YTD | +15.2% | -39.1% | +54.2% | +19.2% |
| 1Y | +32.8% | -37.8% | +70.6% | +37.1% |
| All | +92.5% | +28.6% | +63.9% | +93.8% |
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