+43.5%
MLM vs TCOM
+30.8%
+12.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.2% |
| 7D | -2.9% | -9.5% | +6.6% | -2.0% |
| 30D | -6.8% | -10.7% | +3.9% | -5.9% |
| 3M | -11.2% | -14.6% | +3.4% | -10.2% |
| 6M | -21.8% | -19.3% | -2.5% | -20.5% |
| YTD | -17.0% | -42.9% | +26.0% | -13.0% |
| 1Y | -16.4% | -43.8% | +27.4% | -12.3% |
| 3Y | +14.5% | +2.1% | +12.4% | +11.8% |
| All | +43.5% | +30.8% | +12.7% | +33.9% |
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 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