+833.2%
MOD vs TCOM
+40.9%
+792.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | +16.1% | -1.4% | +17.5% | +16.4% |
| 30D | -38.5% | +11.5% | -50.0% | -40.3% |
| 3M | -46.8% | -5.2% | -41.6% | -46.5% |
| 6M | -61.6% | -16.9% | -44.7% | -60.4% |
| YTD | -20.5% | -39.9% | +19.4% | -11.8% |
| 1Y | -28.0% | -42.1% | +14.1% | -19.4% |
| 3Y | +134.9% | +28.0% | +106.9% | +102.2% |
| 5Y | +833.2% | +40.4% | +792.8% | +630.3% |
| All | +833.2% | +40.9% | +792.2% | +630.3% |
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