+43.1%
MOD vs TCOM
-42.5%
+85.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.3% |
| 7D | +9.6% | -9.5% | +19.1% | +9.6% |
| 30D | 0.0% | -10.7% | +10.8% | +0.1% |
| 3M | -35.4% | -14.6% | -20.7% | -34.4% |
| 6M | -7.3% | -19.3% | +12.1% | -5.1% |
| YTD | +45.8% | -42.9% | +88.7% | +56.1% |
| 1Y | +43.1% | -43.8% | +86.9% | +51.6% |
| All | +43.1% | -42.5% | +85.6% | +51.6% |
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