+48.7%
LUNR vs TCOM
+31.6%
+17.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.7% | -2.0% |
| 7D | -3.1% | -4.9% | +1.8% | -2.4% |
| 30D | -15.3% | -14.4% | -0.9% | -13.6% |
| 3M | -53.2% | -17.7% | -35.5% | -52.0% |
| 6M | -22.2% | -25.1% | +2.9% | -19.2% |
| YTD | -11.6% | -45.7% | +34.2% | -4.5% |
| 1Y | +68.4% | -47.9% | +116.3% | +83.0% |
| 3Y | +216.8% | +8.9% | +207.8% | +230.5% |
| All | +48.7% | +31.6% | +17.1% | +55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling