+1,871.5%
MAR vs TCOM
+2,694.8%
-823.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | -4.2% | -9.5% | +5.4% | -1.9% |
| 30D | -6.7% | -10.7% | +4.1% | -4.3% |
| 3M | -12.5% | -14.6% | +2.1% | -9.7% |
| 6M | +0.6% | -19.3% | +19.9% | +5.0% |
| YTD | +9.1% | -42.9% | +52.1% | +22.7% |
| 1Y | +26.2% | -43.8% | +70.0% | +42.2% |
| 3Y | +68.2% | +2.1% | +66.0% | +57.9% |
| 5Y | +163.9% | +31.2% | +132.7% | +117.9% |
| 10Y | +420.6% | -13.9% | +434.5% | +350.8% |
| All | +1,871.5% | +2,694.8% | -823.3% | +740.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling