+74.7%
MUB vs TCOM
+318.4%
-243.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.8% |
| 7D | -0.8% | -1.4% | +0.5% | -0.8% |
| 30D | +2.4% | +11.5% | -9.1% | +2.4% |
| 3M | -1.1% | -5.2% | +4.1% | -1.1% |
| 6M | -1.0% | -16.9% | +15.9% | -1.0% |
| YTD | -0.3% | -39.9% | +39.6% | -0.2% |
| 1Y | 0.0% | -42.1% | +42.1% | +0.1% |
| 3Y | +10.2% | +28.0% | -17.9% | +10.1% |
| 5Y | +2.9% | +40.4% | -37.5% | +2.7% |
| 10Y | +21.9% | +5.6% | +16.3% | +21.6% |
| All | +74.7% | +318.4% | -243.6% | +75.1% |
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 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