+27.0%
USHY vs TCOM
+8.0%
+19.0%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | -0.7% | -4.9% | +4.2% | -0.6% |
| 30D | -0.7% | -14.4% | +13.7% | -0.3% |
| 3M | +0.1% | -17.7% | +17.7% | +0.5% |
| 6M | +1.8% | -25.1% | +26.9% | +2.4% |
| YTD | +1.8% | -45.7% | +47.5% | +3.2% |
| 1Y | +3.3% | -47.9% | +51.1% | +4.8% |
| 3Y | +27.0% | +8.9% | +18.0% | +27.4% |
| All | +27.0% | +8.0% | +19.0% | +27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling