+107.9%
MTB vs TCOM
+7.1%
+100.7%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.5% |
| 7D | -0.4% | -6.5% | +6.1% | -0.1% |
| 30D | -4.6% | -16.2% | +11.6% | -3.9% |
| 3M | +7.4% | -19.3% | +26.8% | +8.3% |
| 6M | +18.7% | -27.2% | +45.9% | +20.3% |
| YTD | +21.1% | -46.2% | +67.3% | +24.5% |
| 1Y | +24.1% | -46.6% | +70.7% | +27.6% |
| All | +107.9% | +7.1% | +100.7% | +111.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling