+10.2%
MTUM vs TCOM
-39.6%
+49.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.2% | -5.1% | -2.0% |
| 7D | -10.1% | +10.7% | -20.8% | -10.2% |
| 30D | -15.6% | +10.1% | -25.6% | -15.7% |
| 3M | -12.7% | -8.9% | -3.9% | -12.0% |
| 6M | -3.7% | -19.2% | +15.4% | -0.3% |
| YTD | +9.4% | -40.6% | +50.1% | +16.7% |
| 1Y | +10.2% | -39.0% | +49.3% | +16.6% |
| All | +10.2% | -39.6% | +49.9% | +16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling