+46.1%
MDY vs TCOM
+21.5%
+24.5%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.3% | -0.8% |
| 7D | -2.5% | -6.5% | +4.0% | -1.7% |
| 30D | -5.0% | -16.2% | +11.2% | -2.9% |
| 3M | +0.5% | -19.3% | +19.8% | +3.0% |
| 6M | +8.0% | -27.2% | +35.2% | +12.2% |
| YTD | +12.2% | -46.2% | +58.3% | +20.8% |
| 1Y | +14.0% | -46.6% | +60.6% | +22.8% |
| 3Y | +48.2% | +8.4% | +39.8% | +41.5% |
| 5Y | +46.1% | +25.8% | +20.3% | +31.7% |
| All | +46.1% | +21.5% | +24.5% | +31.7% |
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