+229.2%
MXL vs TCOM
+8.0%
+221.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.8% | +6.7% | +7.4% |
| 7D | +18.9% | -4.9% | +23.8% | +20.0% |
| 30D | +0.3% | -14.4% | +14.7% | +3.4% |
| 3M | -8.0% | -17.7% | +9.6% | -5.0% |
| 6M | +341.2% | -25.1% | +366.3% | +367.8% |
| YTD | +327.8% | -45.7% | +373.6% | +395.5% |
| 1Y | +364.9% | -47.9% | +412.8% | +444.8% |
| 3Y | +229.2% | +8.9% | +220.3% | +220.4% |
| All | +229.2% | +8.0% | +221.2% | +220.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling