+47.9%
MMM vs TCOM
+44.4%
+3.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +7.0% | +6.5% | +0.4% | +6.4% |
| 30D | +18.4% | +13.3% | +5.1% | +17.2% |
| 3M | +4.5% | -6.5% | +10.9% | +4.9% |
| 6M | +33.4% | -16.3% | +49.7% | +35.0% |
| YTD | +20.0% | -38.7% | +58.7% | +24.1% |
| 1Y | +15.0% | -40.1% | +55.1% | +19.2% |
| 3Y | +165.0% | +30.6% | +134.4% | +156.9% |
| 5Y | +47.9% | +45.8% | +2.1% | +40.3% |
| All | +47.9% | +44.4% | +3.5% | +40.3% |
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 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