+481.0%
MSTR vs TCOM
+5.9%
+475.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.7% |
| 7D | -13.4% | -1.8% | -11.6% | -12.9% |
| 30D | -22.1% | +12.1% | -34.2% | -25.4% |
| 3M | +15.0% | -3.2% | +18.2% | +15.6% |
| 6M | -37.3% | -16.6% | -20.7% | -33.8% |
| YTD | -26.5% | -39.4% | +12.9% | -14.1% |
| 1Y | -46.5% | -41.5% | -5.0% | -36.6% |
| 3Y | +121.1% | +24.4% | +96.7% | +93.2% |
| 5Y | +37.5% | +41.6% | -4.1% | +7.6% |
| All | +481.0% | +5.9% | +475.2% | +336.8% |
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