+3.0%
MCHP vs TCOM
+29.4%
-26.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.8% | +3.5% |
| 7D | 0.0% | -4.9% | +4.9% | +1.2% |
| 30D | -6.0% | -14.4% | +8.4% | -2.8% |
| 3M | -19.7% | -17.7% | -2.0% | -16.6% |
| 6M | +14.0% | -25.1% | +39.1% | +21.0% |
| YTD | +18.4% | -45.7% | +64.2% | +34.5% |
| 1Y | +17.1% | -47.9% | +65.0% | +34.2% |
| 3Y | +0.7% | +8.9% | -8.2% | -6.0% |
| All | +3.0% | +29.4% | -26.4% | -15.0% |
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