-34.0%
MOS vs TCOM
+40.9%
-74.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.6% | -4.5% |
| 7D | -2.6% | -1.4% | -1.2% | -2.4% |
| 30D | +13.5% | +11.5% | +1.9% | +12.1% |
| 3M | -2.9% | -5.2% | +2.3% | -2.3% |
| 6M | -1.0% | -16.9% | +15.9% | +0.9% |
| YTD | -7.2% | -39.9% | +32.7% | -2.2% |
| 1Y | -11.4% | -42.1% | +30.7% | -6.1% |
| 3Y | -29.0% | +28.0% | -57.0% | -32.4% |
| 5Y | -34.0% | +40.4% | -74.4% | -38.5% |
| All | -34.0% | +40.9% | -74.9% | -38.5% |
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