+433.8%
MAR vs TCOM
-9.8%
+443.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.5% |
| 7D | -0.5% | -4.9% | +4.4% | +0.8% |
| 30D | -5.4% | -14.4% | +9.0% | -1.5% |
| 3M | -15.5% | -17.7% | +2.2% | -11.6% |
| 6M | +3.0% | -25.1% | +28.1% | +10.4% |
| YTD | +8.5% | -45.7% | +54.3% | +25.8% |
| 1Y | +26.0% | -47.9% | +73.8% | +47.3% |
| 3Y | +68.6% | +8.9% | +59.7% | +51.3% |
| 5Y | +157.4% | +26.9% | +130.5% | +102.3% |
| All | +433.8% | -9.8% | +443.6% | +324.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling