+2,538.2%
MUU vs TCOM
-37.3%
+2,575.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.4% |
| 7D | +13.9% | -7.6% | +21.5% | +17.8% |
| 30D | +24.8% | -12.2% | +37.0% | +31.6% |
| 3M | -15.7% | -14.2% | -1.5% | -12.1% |
| 6M | +338.9% | -25.0% | +363.9% | +400.9% |
| YTD | +563.2% | -43.7% | +606.8% | +804.7% |
| 1Y | +2,577.5% | -44.5% | +2,622.0% | +3,614.0% |
| All | +2,538.2% | -37.3% | +2,575.5% | +3,122.3% |
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