+661.2%
MU vs TCOM
-45.6%
+706.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.2% | +6.0% | +3.1% |
| 7D | +7.5% | -10.2% | +17.7% | +8.6% |
| 30D | +19.4% | -16.8% | +36.2% | +21.6% |
| 3M | +9.8% | -16.7% | +26.5% | +12.8% |
| 6M | +164.1% | -27.1% | +191.2% | +185.8% |
| YTD | +260.3% | -45.5% | +305.8% | +330.9% |
| 1Y | +661.2% | -45.9% | +707.0% | +801.9% |
| All | +661.2% | -45.6% | +706.7% | +801.9% |
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 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