-37.5%
MUZ vs TCOM
-6.5%
-31.0%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +1.3% | -11.1% | -12.0% |
| 7D | +45.8% | +12.1% | +33.7% | +23.5% |
| 30D | +99.8% | +16.5% | +83.4% | +61.1% |
| 3M | +12.0% | -4.0% | +16.0% | +20.7% |
| All | -37.5% | -6.5% | -31.0% | -27.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling