+366.7%
MMM vs TCOM
+2,694.8%
-2,328.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | -3.3% | -9.5% | +6.2% | -2.1% |
| 30D | -7.0% | -10.7% | +3.7% | -5.8% |
| 3M | +10.8% | -14.6% | +25.4% | +12.7% |
| 6M | +5.8% | -19.3% | +25.1% | +8.2% |
| YTD | +6.8% | -42.9% | +49.7% | +13.6% |
| 1Y | +10.4% | -43.8% | +54.2% | +17.6% |
| 3Y | +104.7% | +2.1% | +102.6% | +98.2% |
| 5Y | +23.6% | +31.2% | -7.7% | +11.3% |
| 10Y | +54.1% | -13.9% | +68.0% | +40.4% |
| All | +366.7% | +2,694.8% | -2,328.1% | +175.2% |
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