+54.8%
LUNR vs TCOM
+32.1%
+22.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.2% | -1.5% | -4.3% |
| 7D | +0.5% | -10.2% | +10.7% | +2.0% |
| 30D | -5.3% | -16.8% | +11.5% | -3.0% |
| 3M | -45.6% | -16.7% | -28.9% | -44.4% |
| 6M | -17.4% | -27.1% | +9.7% | -13.8% |
| YTD | -7.9% | -45.5% | +37.6% | -0.6% |
| 1Y | +77.6% | -45.9% | +123.5% | +92.1% |
| 3Y | +247.4% | +9.8% | +237.7% | +262.2% |
| All | +54.8% | +32.1% | +22.7% | +62.2% |
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