-1.6%
MDLN vs TCOM
-40.7%
+39.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +3.2% | +15.2% | +17.9% |
| 7D | +24.7% | +10.7% | +14.0% | +23.6% |
| 30D | +12.7% | +10.1% | +2.7% | +11.8% |
| 3M | -4.0% | -8.9% | +4.8% | -4.2% |
| 6M | -8.7% | -19.2% | +10.5% | -8.1% |
| YTD | -3.9% | -40.6% | +36.7% | -3.0% |
| All | -1.6% | -40.7% | +39.1% | -0.6% |
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