+22.7%
USB vs TCOM
+49.5%
-26.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.7% | -2.4% |
| 7D | -1.5% | +13.6% | -15.1% | -2.9% |
| 30D | +4.3% | +14.5% | -10.2% | +2.7% |
| 3M | -6.1% | -4.7% | -1.4% | -5.7% |
| 6M | +9.4% | -16.4% | +25.8% | +11.3% |
| YTD | +15.2% | -39.1% | +54.2% | +21.2% |
| 1Y | +32.8% | -37.8% | +70.6% | +39.3% |
| 3Y | +91.3% | +31.1% | +60.2% | +78.1% |
| 5Y | +22.7% | +45.7% | -23.1% | +15.0% |
| All | +22.7% | +49.5% | -26.9% | +15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling