+568.4%
MA vs TCOM
+3.0%
+565.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | +1.8% | +6.5% | -4.7% | +0.5% |
| 30D | +11.8% | +13.3% | -1.5% | +8.9% |
| 3M | +17.2% | -6.5% | +23.6% | +18.6% |
| 6M | +33.4% | -16.3% | +49.7% | +37.7% |
| YTD | +16.1% | -38.7% | +54.9% | +27.0% |
| 1Y | +19.9% | -40.1% | +60.0% | +31.7% |
| 3Y | +70.1% | +30.6% | +39.5% | +49.8% |
| 5Y | +89.6% | +45.8% | +43.8% | +51.5% |
| 10Y | +568.4% | +8.1% | +560.3% | +419.5% |
| All | +568.4% | +3.0% | +565.4% | +419.5% |
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