+29.9%
MCHP vs TCOM
-39.6%
+69.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.2% | -6.5% | -3.2% |
| 7D | -5.4% | +10.7% | -16.1% | -5.3% |
| 30D | -7.5% | +10.1% | -17.6% | -7.5% |
| 3M | -6.0% | -8.9% | +2.8% | -5.6% |
| 6M | -20.1% | -19.2% | -0.9% | -18.0% |
| YTD | +20.2% | -40.6% | +60.9% | +23.5% |
| 1Y | +29.9% | -39.0% | +69.0% | +32.1% |
| All | +29.9% | -39.6% | +69.6% | +32.1% |
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 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