+51.2%
MMM vs TCOM
-10.5%
+61.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.3% | -0.8% |
| 7D | -3.2% | -6.5% | +3.3% | -2.5% |
| 30D | -10.7% | -16.2% | +5.6% | -8.8% |
| 3M | +4.3% | -19.3% | +23.6% | +6.7% |
| 6M | +5.9% | -27.2% | +33.1% | +9.7% |
| YTD | +3.2% | -46.2% | +49.3% | +10.4% |
| 1Y | +8.0% | -46.6% | +54.6% | +15.7% |
| 3Y | +99.1% | +8.4% | +90.7% | +91.1% |
| 5Y | +25.7% | +25.8% | -0.1% | +14.6% |
| All | +51.2% | -10.5% | +61.7% | +33.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling