+2,532.3%
MSTR vs TCOM
+2,922.3%
-390.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.6% |
| 7D | -1.2% | +12.1% | -13.3% | -3.9% |
| 30D | -15.9% | +16.5% | -32.4% | -19.0% |
| 3M | +33.1% | -4.0% | +37.2% | +33.9% |
| 6M | -31.0% | -18.5% | -12.5% | -28.0% |
| YTD | -15.1% | -38.3% | +23.1% | -6.2% |
| 1Y | -45.6% | -36.6% | -9.0% | -40.3% |
| 3Y | +180.5% | +31.1% | +149.4% | +156.3% |
| 5Y | +61.7% | +47.6% | +14.1% | +41.3% |
| 10Y | +578.0% | +5.1% | +573.0% | +493.4% |
| All | +2,532.3% | +2,922.3% | -390.0% | +1,087.4% |
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