+810.4%
MOD vs TCOM
+2,694.8%
-1,884.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.6% |
| 7D | +9.6% | -9.5% | +19.1% | +12.7% |
| 30D | 0.0% | -10.7% | +10.8% | +3.1% |
| 3M | -35.4% | -14.6% | -20.7% | -33.1% |
| 6M | -7.3% | -19.3% | +12.1% | -2.6% |
| YTD | +45.8% | -42.9% | +88.7% | +68.6% |
| 1Y | +43.1% | -43.8% | +86.9% | +66.0% |
| 3Y | +297.7% | +2.1% | +295.6% | +265.4% |
| 5Y | +1,478.8% | +31.2% | +1,447.5% | +1,136.9% |
| 10Y | +1,633.4% | -13.9% | +1,647.3% | +1,350.1% |
| All | +810.4% | +2,694.8% | -1,884.4% | +237.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling