+27.4%
MKC vs TCOM
-9.8%
+37.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.4% |
| 7D | -1.5% | -4.9% | +3.4% | -1.4% |
| 30D | -3.1% | -14.4% | +11.3% | -2.8% |
| 3M | +5.2% | -17.7% | +22.9% | +5.6% |
| 6M | -12.8% | -25.1% | +12.3% | -12.3% |
| YTD | -23.3% | -45.7% | +22.4% | -22.4% |
| 1Y | -24.1% | -47.9% | +23.7% | -23.1% |
| 3Y | -32.1% | +8.9% | -41.0% | -32.6% |
| 5Y | -32.8% | +26.9% | -59.6% | -33.4% |
| All | +27.4% | -9.8% | +37.2% | +24.4% |
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