+78.4%
MMM vs TCOM
+7.7%
+70.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | -2.6% | +2.2% | -4.8% | -2.9% |
| 30D | +17.4% | +12.5% | +4.9% | +15.7% |
| 3M | +3.6% | -5.6% | +9.2% | +4.2% |
| 6M | +33.0% | -16.5% | +49.5% | +35.5% |
| YTD | +19.6% | -39.4% | +59.0% | +26.2% |
| 1Y | +14.0% | -41.0% | +55.0% | +20.7% |
| 3Y | +164.3% | +29.2% | +135.1% | +148.3% |
| 5Y | +49.3% | +41.6% | +7.7% | +34.4% |
| 10Y | +78.4% | +6.6% | +71.7% | +55.3% |
| All | +78.4% | +7.7% | +70.7% | +55.3% |
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 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