+677.4%
MSTR vs TCOM
-12.7%
+690.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.2% | +0.4% | -1.7% |
| 7D | +7.7% | -10.2% | +17.9% | +11.5% |
| 30D | +36.3% | -16.8% | +53.2% | +45.1% |
| 3M | +13.4% | -16.7% | +30.1% | +20.2% |
| 6M | -4.5% | -27.1% | +22.6% | +6.1% |
| YTD | -12.7% | -45.5% | +32.8% | +6.2% |
| 1Y | -59.6% | -45.9% | -13.7% | -50.7% |
| 3Y | +272.5% | +9.8% | +262.7% | +241.3% |
| 5Y | +107.1% | +23.8% | +83.3% | +69.9% |
| 10Y | +677.4% | -10.8% | +688.2% | +505.8% |
| All | +677.4% | -12.7% | +690.1% | +505.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling