+125.7%
MAGS vs TCOM
+8.5%
+117.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +0.9% |
| 7D | +0.8% | -10.2% | +11.0% | +2.6% |
| 30D | +0.4% | -16.8% | +17.2% | +3.5% |
| 3M | +5.6% | -16.7% | +22.3% | +8.5% |
| 6M | +12.3% | -27.1% | +39.4% | +18.1% |
| YTD | +5.1% | -45.5% | +50.6% | +15.4% |
| 1Y | +14.0% | -45.9% | +59.8% | +25.2% |
| All | +125.7% | +8.5% | +117.2% | +119.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling