-4.5%
LUNR vs TCOM
-39.6%
+35.1%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.2% | -8.4% | -5.2% |
| 7D | -14.3% | +10.7% | -25.0% | -14.4% |
| 30D | -30.5% | +10.1% | -40.6% | -30.6% |
| 3M | -28.9% | -8.9% | -20.0% | -27.8% |
| 6M | -60.8% | -19.2% | -41.7% | -58.3% |
| YTD | -38.8% | -40.6% | +1.8% | -37.2% |
| 1Y | -4.5% | -39.0% | +34.5% | -3.8% |
| All | -4.5% | -39.6% | +35.1% | -3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling