+513.2%
MA vs TCOM
-12.7%
+525.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | +0.1% |
| 7D | -3.5% | -10.2% | +6.7% | -1.4% |
| 30D | +0.8% | -16.8% | +17.6% | +4.6% |
| 3M | +14.8% | -16.7% | +31.5% | +18.7% |
| 6M | +10.0% | -27.1% | +37.1% | +16.8% |
| YTD | -0.1% | -45.5% | +45.4% | +12.1% |
| 1Y | -2.2% | -45.9% | +43.7% | +9.7% |
| 3Y | +39.3% | +9.8% | +29.5% | +27.3% |
| 5Y | +66.3% | +23.8% | +42.5% | +37.8% |
| 10Y | +513.2% | -10.8% | +524.0% | +390.7% |
| All | +513.2% | -12.7% | +525.9% | +390.7% |
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