+89.0%
MGY vs TCOM
+29.4%
+59.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | +3.5% | -4.9% | +8.4% | +4.2% |
| 30D | +5.3% | -14.4% | +19.7% | +7.2% |
| 3M | +2.6% | -17.7% | +20.3% | +4.8% |
| 6M | -3.3% | -25.1% | +21.8% | -0.3% |
| YTD | +29.2% | -45.7% | +75.0% | +38.6% |
| 1Y | +18.0% | -47.9% | +65.9% | +27.3% |
| 3Y | +30.0% | +8.9% | +21.1% | +23.3% |
| All | +89.0% | +29.4% | +59.6% | +69.9% |
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