+1,418.5%
MLM vs TCOM
+2,922.3%
-1,503.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.1% |
| 7D | -4.1% | +12.1% | -16.2% | -6.2% |
| 30D | +8.2% | +16.5% | -8.3% | +5.1% |
| 3M | -3.6% | -4.0% | +0.5% | -3.0% |
| 6M | -15.6% | -18.5% | +3.0% | -12.7% |
| YTD | -16.4% | -38.3% | +21.9% | -9.5% |
| 1Y | -14.3% | -36.6% | +22.3% | -7.8% |
| 3Y | +19.3% | +31.1% | -11.8% | +7.5% |
| 5Y | +29.6% | +47.6% | -18.0% | +7.0% |
| 10Y | +189.9% | +5.1% | +184.9% | +139.6% |
| All | +1,418.5% | +2,922.3% | -1,503.7% | +518.2% |
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