+104.8%
MMM vs TCOM
+13.4%
+91.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.5% |
| 7D | -1.6% | -7.6% | +6.0% | -0.9% |
| 30D | -8.0% | -12.2% | +4.2% | -6.9% |
| 3M | +9.4% | -14.2% | +23.6% | +10.7% |
| 6M | +10.2% | -25.0% | +35.2% | +13.2% |
| YTD | +6.1% | -43.7% | +49.8% | +11.9% |
| 1Y | +10.8% | -44.5% | +55.3% | +16.9% |
| 3Y | +104.8% | +13.4% | +91.4% | +100.6% |
| All | +104.8% | +13.4% | +91.4% | +100.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling