+236.9%
MU vs TCOM
-40.4%
+277.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -1.1% | +13.0% | +11.8% |
| 7D | +2.0% | +2.2% | -0.1% | +2.4% |
| 30D | -18.0% | +12.5% | -30.5% | -17.2% |
| 3M | -6.6% | -5.6% | -1.0% | -5.6% |
| 6M | +2.0% | -16.5% | +18.5% | +8.0% |
| YTD | +184.5% | -39.4% | +223.8% | +222.3% |
| 1Y | +236.9% | -41.0% | +277.8% | +288.7% |
| All | +236.9% | -40.4% | +277.3% | +288.7% |
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