+49.7%
USHY vs TCOM
-17.5%
+67.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | -0.7% | -4.9% | +4.2% | -0.4% |
| 30D | -0.7% | -14.4% | +13.7% | +0.1% |
| 3M | +0.1% | -17.7% | +17.7% | +1.0% |
| 6M | +1.8% | -25.1% | +26.9% | +3.2% |
| YTD | +1.8% | -45.7% | +47.5% | +4.9% |
| 1Y | +3.3% | -47.9% | +51.1% | +6.7% |
| 3Y | +27.0% | +8.9% | +18.0% | +24.1% |
| 5Y | +21.0% | +26.9% | -5.8% | +14.9% |
| All | +49.7% | -17.5% | +67.2% | +40.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling