+302.4%
MXL vs TCOM
-9.8%
+312.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.8% | +6.7% | +7.3% |
| 7D | +18.9% | -4.9% | +23.8% | +20.8% |
| 30D | +0.3% | -14.4% | +14.7% | +5.6% |
| 3M | -8.0% | -17.7% | +9.6% | -3.5% |
| 6M | +341.2% | -25.1% | +366.3% | +378.1% |
| YTD | +327.8% | -45.7% | +373.6% | +416.5% |
| 1Y | +364.9% | -47.9% | +412.8% | +469.0% |
| 3Y | +229.2% | +8.9% | +220.3% | +188.5% |
| 5Y | +42.8% | +26.9% | +15.9% | +7.2% |
| All | +302.4% | -9.8% | +312.2% | +225.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling