+92.3%
MA vs TCOM
+44.6%
+47.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.7% |
| 7D | +2.3% | +12.1% | -9.8% | +0.7% |
| 30D | +14.7% | +16.5% | -1.8% | +12.2% |
| 3M | +13.5% | -4.0% | +17.5% | +14.0% |
| 6M | +33.1% | -18.5% | +51.6% | +36.4% |
| YTD | +15.1% | -38.3% | +53.4% | +22.0% |
| 1Y | +18.7% | -36.6% | +55.3% | +25.3% |
| 3Y | +72.1% | +31.1% | +40.9% | +58.2% |
| All | +92.3% | +44.6% | +47.7% | +66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling