+82.2%
UUUU vs TCOM
+7.1%
+75.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.3% | -5.1% | -6.1% |
| 7D | -5.0% | -6.5% | +1.5% | -3.9% |
| 30D | -7.8% | -16.2% | +8.5% | -5.0% |
| 3M | -0.4% | -19.3% | +18.9% | +3.0% |
| 6M | -32.9% | -27.2% | -5.7% | -29.2% |
| YTD | -6.3% | -46.2% | +39.9% | +2.6% |
| 1Y | +7.9% | -46.6% | +54.5% | +18.1% |
| All | +82.2% | +7.1% | +75.1% | +76.5% |
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