+137.1%
MOD vs TCOM
+30.2%
+106.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.3% | +4.4% | +5.6% |
| 7D | -25.5% | +12.1% | -37.6% | -26.6% |
| 30D | -49.0% | +16.5% | -65.5% | -50.1% |
| 3M | -49.8% | -4.0% | -45.8% | -49.6% |
| 6M | -64.8% | -18.5% | -46.3% | -63.6% |
| YTD | -27.6% | -38.3% | +10.7% | -21.7% |
| 1Y | -35.2% | -36.6% | +1.4% | -30.3% |
| 3Y | +137.1% | +31.1% | +106.0% | +126.1% |
| All | +137.1% | +30.2% | +106.9% | +126.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling