+782.0%
MCHP vs TCOM
+2,569.4%
-1,787.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.2% |
| 7D | +0.3% | -10.2% | +10.5% | +2.6% |
| 30D | -9.8% | -16.8% | +7.1% | -6.3% |
| 3M | -19.7% | -16.7% | -3.0% | -17.1% |
| 6M | +13.6% | -27.1% | +40.6% | +20.6% |
| YTD | +16.5% | -45.5% | +62.0% | +30.7% |
| 1Y | +15.7% | -45.9% | +61.6% | +29.9% |
| 3Y | 0.0% | +9.8% | -9.8% | -5.9% |
| 5Y | +4.4% | +23.8% | -19.4% | -9.2% |
| 10Y | +201.4% | -10.8% | +212.2% | +169.7% |
| All | +782.0% | +2,569.4% | -1,787.4% | +383.9% |
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 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