+21.4%
USFR vs TCOM
+40.6%
-19.2%
-0.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | 0.0% |
| 7D | +0.1% | -1.8% | +1.8% | +0.1% |
| 30D | +0.4% | +12.1% | -11.7% | +0.4% |
| 3M | +1.1% | -3.2% | +4.3% | +1.1% |
| 6M | +2.0% | -16.6% | +18.7% | +2.0% |
| YTD | +3.5% | -39.4% | +42.9% | +3.5% |
| 1Y | +4.1% | -41.5% | +45.6% | +4.1% |
| 3Y | +14.4% | +24.4% | -10.0% | +14.3% |
| All | +21.4% | +40.6% | -19.2% | +21.4% |
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