+424.3%
MMM vs TCOM
+2,902.5%
-2,478.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +7.0% | +6.5% | +0.4% | +6.1% |
| 30D | +18.4% | +13.3% | +5.1% | +16.6% |
| 3M | +4.5% | -6.5% | +10.9% | +5.2% |
| 6M | +33.4% | -16.3% | +49.7% | +35.9% |
| YTD | +20.0% | -38.7% | +58.7% | +26.4% |
| 1Y | +15.0% | -40.1% | +55.1% | +21.6% |
| 3Y | +165.0% | +30.6% | +134.4% | +149.0% |
| 5Y | +47.9% | +45.8% | +2.1% | +31.6% |
| 10Y | +79.6% | +8.1% | +71.5% | +59.1% |
| All | +424.3% | +2,902.5% | -2,478.2% | +206.4% |
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