+8,918.3%
MU vs TCOM
+2,694.8%
+6,223.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.9% | +7.0% | +6.4% |
| 7D | +9.0% | -9.5% | +18.5% | +12.5% |
| 30D | +13.8% | -10.7% | +24.5% | +17.8% |
| 3M | +2.1% | -14.6% | +16.7% | +5.8% |
| 6M | +153.8% | -19.3% | +173.1% | +167.5% |
| YTD | +256.4% | -42.9% | +299.3% | +318.9% |
| 1Y | +719.8% | -43.8% | +763.5% | +869.1% |
| 3Y | +1,360.4% | +2.1% | +1,358.3% | +1,255.3% |
| 5Y | +1,312.4% | +31.2% | +1,281.2% | +995.6% |
| 10Y | +6,142.6% | -13.9% | +6,156.5% | +5,137.6% |
| All | +8,918.3% | +2,694.8% | +6,223.5% | +2,823.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling