+373.3%
USB vs TCOM
+2,807.8%
-2,434.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.3% | +1.3% |
| 7D | +2.4% | +10.7% | -8.3% | +0.5% |
| 30D | +6.6% | +10.1% | -3.5% | +4.7% |
| 3M | -4.1% | -8.9% | +4.8% | -2.7% |
| 6M | +12.5% | -19.2% | +31.6% | +16.1% |
| YTD | +17.6% | -40.6% | +58.3% | +27.6% |
| 1Y | +36.5% | -39.0% | +75.5% | +47.3% |
| 3Y | +95.4% | +27.7% | +67.6% | +77.8% |
| 5Y | +26.1% | +49.9% | -23.8% | +5.3% |
| 10Y | +101.3% | +1.1% | +100.2% | +71.5% |
| All | +373.3% | +2,807.8% | -2,434.5% | +129.4% |
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 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