+14.4%
MAGS vs TCOM
-46.9%
+61.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.9% |
| 7D | +0.6% | -4.9% | +5.5% | +1.5% |
| 30D | +3.2% | -14.4% | +17.6% | +5.9% |
| 3M | +7.7% | -17.7% | +25.3% | +11.1% |
| 6M | +12.5% | -25.1% | +37.6% | +18.1% |
| YTD | +6.0% | -45.7% | +51.7% | +15.7% |
| 1Y | +14.4% | -47.9% | +62.2% | +24.4% |
| All | +14.4% | -46.9% | +61.3% | +24.4% |
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