-29.7%
MOD vs TCOM
-40.4%
+10.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +3.3% |
| 7D | +8.2% | +2.2% | +6.1% | +8.7% |
| 30D | -38.2% | +12.5% | -50.7% | -37.0% |
| 3M | -46.2% | -5.6% | -40.6% | -45.5% |
| 6M | -62.5% | -16.5% | -46.1% | -61.1% |
| YTD | -20.1% | -39.4% | +19.3% | -15.5% |
| 1Y | -29.7% | -41.0% | +11.3% | -23.4% |
| All | -29.7% | -40.4% | +10.7% | -23.4% |
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