+6.3%
MAGS vs TCOM
-39.6%
+45.9%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.2% | -0.9% | +1.8% |
| 7D | -1.4% | +10.7% | -12.1% | -2.7% |
| 30D | -4.4% | +10.1% | -14.4% | -5.6% |
| 3M | +1.9% | -8.9% | +10.8% | +3.4% |
| 6M | +4.9% | -19.2% | +24.1% | +8.6% |
| YTD | +6.5% | -40.6% | +47.2% | +13.2% |
| 1Y | +6.3% | -39.0% | +45.3% | +12.0% |
| All | +6.3% | -39.6% | +45.9% | +12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling