+363.4%
USB vs TCOM
+2,884.1%
-2,520.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.7% | -2.6% |
| 7D | -1.5% | +13.6% | -15.1% | -3.7% |
| 30D | +4.3% | +14.5% | -10.2% | +1.8% |
| 3M | -6.1% | -4.7% | -1.4% | -5.5% |
| 6M | +9.4% | -16.4% | +25.8% | +12.2% |
| YTD | +15.2% | -39.1% | +54.2% | +24.3% |
| 1Y | +32.8% | -37.8% | +70.6% | +42.7% |
| 3Y | +91.3% | +31.1% | +60.2% | +73.2% |
| 5Y | +22.7% | +45.7% | -23.1% | +3.1% |
| 10Y | +97.0% | +3.7% | +93.3% | +67.1% |
| All | +363.4% | +2,884.1% | -2,520.7% | +123.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling