+13,824.1%
MA vs TCOM
+619.7%
+13,204.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | -2.7% | -9.5% | +6.8% | -0.6% |
| 30D | +1.5% | -10.7% | +12.3% | +4.0% |
| 3M | +20.4% | -14.6% | +35.1% | +24.1% |
| 6M | +11.1% | -19.3% | +30.5% | +15.8% |
| YTD | +2.0% | -42.9% | +44.9% | +13.8% |
| 1Y | -2.2% | -43.8% | +41.6% | +9.4% |
| 3Y | +41.9% | +2.1% | +39.8% | +32.9% |
| 5Y | +75.4% | +31.2% | +44.1% | +44.6% |
| 10Y | +527.5% | -13.9% | +541.5% | +435.5% |
| All | +13,824.1% | +619.7% | +13,204.4% | +5,383.0% |
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