+190.4%
MAGS vs TCOM
+2.1%
+188.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | 0.0% |
| 7D | -1.8% | -6.5% | +4.7% | -0.7% |
| 30D | +1.1% | -16.2% | +17.3% | +4.0% |
| 3M | +7.7% | -19.3% | +27.0% | +11.3% |
| 6M | +11.7% | -27.2% | +38.9% | +17.4% |
| YTD | +4.9% | -46.2% | +51.1% | +15.3% |
| 1Y | +14.3% | -46.6% | +61.0% | +25.8% |
| 3Y | +128.9% | +8.4% | +120.5% | +119.8% |
| All | +190.4% | +2.1% | +188.4% | +181.1% |
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