+282.4%
MXL vs TCOM
+109.6%
+172.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -3.2% | +10.8% | +8.5% |
| 7D | +19.0% | -10.2% | +29.2% | +22.5% |
| 30D | +4.5% | -16.8% | +21.3% | +9.9% |
| 3M | -1.5% | -16.7% | +15.2% | +2.0% |
| 6M | +348.6% | -27.1% | +375.7% | +382.9% |
| YTD | +310.3% | -45.5% | +355.8% | +378.0% |
| 1Y | +344.7% | -45.9% | +390.6% | +418.7% |
| 3Y | +211.2% | +9.8% | +201.4% | +183.1% |
| 5Y | +34.8% | +23.8% | +11.0% | +10.6% |
| 10Y | +286.5% | -10.8% | +297.3% | +226.8% |
| All | +282.4% | +109.6% | +172.8% | +130.1% |
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