+5.4%
MOD vs TCOM
-41.4%
+46.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +0.9% | +27.0% | +28.0% |
| 7D | +40.4% | -1.8% | +42.2% | +39.9% |
| 30D | -14.0% | +12.1% | -26.1% | -12.5% |
| 3M | -33.3% | -3.2% | -30.1% | -32.5% |
| 6M | -51.4% | -16.6% | -34.8% | -49.5% |
| YTD | +1.6% | -39.4% | +41.0% | +8.3% |
| 1Y | +5.4% | -41.5% | +46.9% | +13.9% |
| All | +5.4% | -41.4% | +46.8% | +13.9% |
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