-92.0%
UUUU vs TCOM
+384.8%
-476.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.8% | +0.4% |
| 7D | +1.8% | -10.2% | +12.0% | +4.8% |
| 30D | +1.8% | -16.8% | +18.6% | +7.0% |
| 3M | +1.3% | -16.7% | +17.9% | +5.8% |
| 6M | -26.8% | -27.1% | +0.3% | -20.4% |
| YTD | +0.1% | -45.5% | +45.6% | +16.7% |
| 1Y | +11.2% | -45.9% | +57.1% | +29.7% |
| 3Y | +97.7% | +9.8% | +87.9% | +79.4% |
| 5Y | +127.3% | +23.8% | +103.5% | +86.1% |
| 10Y | +532.6% | -10.8% | +543.4% | +429.7% |
| All | -92.0% | +384.8% | -476.7% | -96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling