+170.1%
MTB vs TCOM
-9.8%
+179.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | 0.0% | -4.9% | +4.9% | +0.9% |
| 30D | -4.8% | -14.4% | +9.6% | -2.2% |
| 3M | +6.0% | -17.7% | +23.6% | +9.2% |
| 6M | +19.6% | -25.1% | +44.7% | +25.4% |
| YTD | +21.5% | -45.7% | +67.2% | +34.4% |
| 1Y | +24.7% | -47.9% | +72.6% | +38.9% |
| 3Y | +108.6% | +8.9% | +99.6% | +91.2% |
| 5Y | +106.7% | +26.9% | +79.9% | +72.6% |
| All | +170.1% | -9.8% | +179.9% | +121.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling