+22.0%
USB vs TCOM
+44.6%
-22.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.6% |
| 7D | 0.0% | +12.1% | -12.1% | -1.3% |
| 30D | +5.8% | +16.5% | -10.6% | +4.0% |
| 3M | -6.0% | -4.0% | -1.9% | -5.6% |
| 6M | +7.8% | -18.5% | +26.3% | +10.0% |
| YTD | +14.6% | -38.3% | +52.9% | +20.4% |
| 1Y | +31.8% | -36.6% | +68.4% | +38.0% |
| 3Y | +91.5% | +31.1% | +60.4% | +78.4% |
| All | +22.0% | +44.6% | -22.5% | +15.6% |
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