+765.3%
MDY vs TCOM
+2,536.0%
-1,770.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.3% | -0.7% |
| 7D | -2.5% | -6.5% | +4.0% | -1.3% |
| 30D | -5.0% | -16.2% | +11.2% | -2.0% |
| 3M | +0.5% | -19.3% | +19.8% | +4.0% |
| 6M | +8.0% | -27.2% | +35.2% | +13.8% |
| YTD | +12.2% | -46.2% | +58.3% | +24.2% |
| 1Y | +14.0% | -46.6% | +60.6% | +26.3% |
| 3Y | +48.2% | +8.4% | +39.8% | +39.3% |
| 5Y | +46.1% | +25.8% | +20.3% | +25.9% |
| 10Y | +173.8% | -11.9% | +185.7% | +138.8% |
| All | +765.3% | +2,536.0% | -1,770.8% | +308.7% |
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 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