-59.6%
MSTR vs TCOM
-45.6%
-14.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.2% | +0.4% | -2.0% |
| 7D | +7.7% | -10.2% | +17.9% | +10.4% |
| 30D | +36.3% | -16.8% | +53.2% | +43.1% |
| 3M | +13.4% | -16.7% | +30.1% | +18.8% |
| 6M | -4.5% | -27.1% | +22.6% | +3.5% |
| YTD | -12.7% | -45.5% | +32.8% | -4.6% |
| 1Y | -59.6% | -45.9% | -13.7% | -55.5% |
| All | -59.6% | -45.6% | -14.0% | -55.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling