+113.8%
MSTR vs TCOM
+26.3%
+87.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.1% | -3.8% |
| 7D | +9.3% | -7.6% | +16.9% | +12.9% |
| 30D | +36.5% | -12.2% | +48.7% | +44.4% |
| 3M | +7.3% | -14.2% | +21.5% | +14.2% |
| 6M | +2.2% | -25.0% | +27.2% | +15.7% |
| YTD | -10.2% | -43.7% | +33.5% | +14.2% |
| 1Y | -58.6% | -44.5% | -14.1% | -47.0% |
| 3Y | +283.2% | +13.4% | +269.8% | +220.8% |
| 5Y | +113.8% | +26.5% | +87.3% | +55.9% |
| All | +113.8% | +26.3% | +87.5% | +55.9% |
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