+20.4%
USFR vs TCOM
+25.9%
-5.5%
-0.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | 0.0% |
| 7D | +0.1% | -10.2% | +10.2% | +0.1% |
| 30D | +0.3% | -16.8% | +17.1% | +0.3% |
| 3M | +1.0% | -16.7% | +17.7% | +1.0% |
| 6M | +1.9% | -27.1% | +29.0% | +2.0% |
| YTD | +2.7% | -45.5% | +48.2% | +2.7% |
| 1Y | +4.0% | -45.9% | +49.9% | +4.0% |
| 3Y | +14.0% | +9.8% | +4.3% | +14.0% |
| 5Y | +20.4% | +23.8% | -3.4% | +20.4% |
| All | +20.4% | +25.9% | -5.5% | +20.4% |
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 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