+35.2%
MNST vs TCOM
-45.6%
+80.8%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.6% |
| 7D | -3.6% | -10.2% | +6.6% | -3.1% |
| 30D | -6.3% | -16.8% | +10.5% | -5.6% |
| 3M | -5.0% | -16.7% | +11.7% | -4.3% |
| 6M | +13.1% | -27.1% | +40.2% | +14.5% |
| YTD | +11.8% | -45.5% | +57.3% | +14.2% |
| 1Y | +35.2% | -45.9% | +81.1% | +38.6% |
| All | +35.2% | -45.6% | +80.8% | +38.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling