+345.2%
MOD vs TCOM
+2,922.3%
-2,577.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.3% | +4.4% | +5.3% |
| 7D | -25.5% | +12.1% | -37.6% | -28.3% |
| 30D | -49.0% | +16.5% | -65.5% | -51.6% |
| 3M | -49.8% | -4.0% | -45.8% | -49.7% |
| 6M | -64.8% | -18.5% | -46.3% | -63.3% |
| YTD | -27.6% | -38.3% | +10.7% | -18.8% |
| 1Y | -35.2% | -36.6% | +1.4% | -28.0% |
| 3Y | +137.1% | +31.1% | +106.0% | +100.4% |
| 5Y | +760.3% | +47.6% | +712.7% | +547.7% |
| 10Y | +938.8% | +5.1% | +933.8% | +713.6% |
| All | +345.2% | +2,922.3% | -2,577.0% | +60.1% |
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 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