+7,098.2%
MU vs TCOM
+2,870.5%
+4,227.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -1.1% | +13.0% | +12.2% |
| 7D | +2.0% | +2.2% | -0.1% | +1.1% |
| 30D | -18.0% | +12.5% | -30.5% | -21.5% |
| 3M | -6.6% | -5.6% | -1.0% | -5.7% |
| 6M | +2.0% | -16.5% | +18.5% | +5.9% |
| YTD | +184.5% | -39.4% | +223.8% | +225.3% |
| 1Y | +236.9% | -41.0% | +277.8% | +288.5% |
| 3Y | +987.0% | +29.2% | +957.7% | +829.3% |
| 5Y | +1,014.6% | +41.6% | +973.0% | +740.3% |
| 10Y | +4,609.2% | +6.6% | +4,602.6% | +3,560.3% |
| All | +7,098.2% | +2,870.5% | +4,227.8% | +2,170.7% |
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 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