+2.0%
MU vs TCOM
-14.9%
+17.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -1.1% | +13.0% | +11.2% |
| 7D | +2.0% | +2.2% | -0.1% | +3.7% |
| 30D | -18.0% | +12.5% | -30.5% | -12.1% |
| 3M | -6.6% | -5.6% | -1.0% | -7.4% |
| 6M | +2.0% | -16.5% | +18.5% | +37.1% |
| All | +2.0% | -14.9% | +17.0% | +37.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling