+45.3%
MO vs TCOM
-39.6%
+85.0%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.8% | +1.7% |
| 7D | +6.9% | +10.7% | -3.8% | +7.9% |
| 30D | +14.9% | +10.1% | +4.9% | +16.0% |
| 3M | +16.4% | -8.9% | +25.3% | +14.9% |
| 6M | +9.6% | -19.2% | +28.7% | +6.6% |
| YTD | +41.8% | -40.6% | +82.5% | +32.7% |
| 1Y | +45.3% | -39.0% | +84.4% | +36.1% |
| All | +45.3% | -39.6% | +85.0% | +36.1% |
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 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