+95,210.1%
MNST vs TCOM
+2,569.4%
+92,640.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.2% |
| 7D | -3.6% | -10.2% | +6.6% | -1.9% |
| 30D | -6.3% | -16.8% | +10.5% | -3.5% |
| 3M | -5.0% | -16.7% | +11.7% | -2.4% |
| 6M | +13.1% | -27.1% | +40.2% | +18.6% |
| YTD | +11.8% | -45.5% | +57.3% | +22.2% |
| 1Y | +35.2% | -45.9% | +81.1% | +47.9% |
| 3Y | +52.0% | +9.8% | +42.2% | +42.5% |
| 5Y | +77.9% | +23.8% | +54.1% | +54.3% |
| 10Y | +248.4% | -10.8% | +259.2% | +201.3% |
| All | +95,210.1% | +2,569.4% | +92,640.7% | +34,073.1% |
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