+1,231.9%
MOH vs TCOM
+2,557.8%
-1,325.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.1% | +1.9% |
| 7D | +1.7% | -4.9% | +6.6% | +2.3% |
| 30D | -0.9% | -14.4% | +13.5% | +0.9% |
| 3M | +5.7% | -17.7% | +23.4% | +7.8% |
| 6M | +39.1% | -25.1% | +64.2% | +43.5% |
| YTD | +17.7% | -45.7% | +63.4% | +25.6% |
| 1Y | +8.4% | -47.9% | +56.2% | +16.1% |
| 3Y | -36.6% | +8.9% | -45.5% | -39.8% |
| 5Y | -19.1% | +26.9% | -45.9% | -28.4% |
| 10Y | +262.8% | -11.2% | +274.0% | +222.5% |
| All | +1,231.9% | +2,557.8% | -1,325.9% | +640.1% |
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