+74.1%
MUB vs TCOM
+322.0%
-247.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -0.4% |
| 7D | -1.3% | -1.8% | +0.5% | -1.3% |
| 30D | +2.2% | +12.1% | -9.9% | +2.1% |
| 3M | -1.6% | -3.2% | +1.6% | -1.6% |
| 6M | -1.3% | -16.6% | +15.4% | -1.2% |
| YTD | -0.7% | -39.4% | +38.7% | -0.6% |
| 1Y | -0.2% | -41.5% | +41.3% | -0.1% |
| 3Y | +9.6% | +24.4% | -14.7% | +9.5% |
| 5Y | +2.6% | +41.6% | -39.0% | +2.4% |
| 10Y | +21.5% | +6.5% | +14.9% | +21.1% |
| All | +74.1% | +322.0% | -247.8% | +74.4% |
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