+2,815.5%
MSTR vs TCOM
+2,694.8%
+120.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.2% |
| 7D | +12.2% | -9.5% | +21.7% | +14.6% |
| 30D | +45.2% | -10.7% | +55.9% | +48.8% |
| 3M | +10.4% | -14.6% | +25.0% | +14.2% |
| 6M | -2.5% | -19.3% | +16.8% | +2.1% |
| YTD | -6.0% | -42.9% | +36.9% | +6.0% |
| 1Y | -56.4% | -43.8% | -12.6% | -50.6% |
| 3Y | +306.3% | +2.1% | +304.2% | +293.5% |
| 5Y | +100.5% | +31.2% | +69.3% | +79.8% |
| 10Y | +741.1% | -13.9% | +755.0% | +666.3% |
| All | +2,815.5% | +2,694.8% | +120.7% | +1,241.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling