+4.9%
TCOM vs MNDY
-49.8%
+54.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.1% | +0.5% |
| 7D | -4.9% | -4.6% | -0.3% | -4.3% |
| 30D | -14.4% | +1.0% | -15.4% | -14.8% |
| 3M | -17.7% | +9.1% | -26.8% | -19.3% |
| 6M | -25.1% | +14.2% | -39.3% | -27.8% |
| YTD | -45.7% | -41.1% | -4.6% | -42.6% |
| 1Y | -47.9% | -54.7% | +6.9% | -43.0% |
| 3Y | +8.9% | -50.6% | +59.5% | +9.4% |
| 5Y | +26.9% | -76.7% | +103.5% | +21.6% |
| All | +4.9% | -49.8% | +54.7% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 MNDY 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