+382.0%
MTB vs TCOM
+2,658.7%
-2,276.6%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.4% |
| 7D | +2.8% | -7.6% | +10.4% | +4.2% |
| 30D | -4.2% | -12.2% | +8.0% | -2.1% |
| 3M | +7.8% | -14.2% | +22.0% | +10.3% |
| 6M | +14.8% | -25.0% | +39.8% | +20.2% |
| YTD | +20.8% | -43.7% | +64.5% | +32.3% |
| 1Y | +23.1% | -44.5% | +67.7% | +35.1% |
| 3Y | +114.8% | +13.4% | +101.4% | +99.1% |
| 5Y | +103.3% | +26.5% | +76.8% | +74.4% |
| 10Y | +173.0% | -10.3% | +183.2% | +137.4% |
| All | +382.0% | +2,658.7% | -2,276.6% | +142.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling