+1,530.3%
MOD vs TCOM
+30.8%
+1,499.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.5% |
| 7D | +9.6% | -9.5% | +19.1% | +12.0% |
| 30D | 0.0% | -10.7% | +10.8% | +2.4% |
| 3M | -35.4% | -14.6% | -20.7% | -33.5% |
| 6M | -7.3% | -19.3% | +12.1% | -3.4% |
| YTD | +45.8% | -42.9% | +88.7% | +64.5% |
| 1Y | +43.1% | -43.8% | +86.9% | +61.9% |
| 3Y | +297.7% | +2.1% | +295.6% | +265.9% |
| All | +1,530.3% | +30.8% | +1,499.5% | +1,191.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling