-10.5%
MLM vs TCOM
-39.6%
+29.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.2% | -0.8% | +1.9% |
| 7D | +9.1% | +10.7% | -1.6% | +7.8% |
| 30D | +14.6% | +10.1% | +4.6% | +13.3% |
| 3M | +0.3% | -8.9% | +9.2% | +1.0% |
| 6M | -7.5% | -19.2% | +11.7% | -5.4% |
| YTD | -10.2% | -40.6% | +30.4% | -3.5% |
| 1Y | -10.5% | -39.0% | +28.6% | -4.3% |
| All | -10.5% | -39.6% | +29.1% | -4.3% |
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