-33.1%
MKC vs TCOM
+21.5%
-54.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.5% | -0.7% |
| 7D | -2.8% | -6.5% | +3.7% | -2.8% |
| 30D | -3.4% | -16.2% | +12.8% | -3.3% |
| 3M | +3.8% | -19.3% | +23.1% | +3.8% |
| 6M | -17.9% | -27.2% | +9.3% | -17.9% |
| YTD | -23.6% | -46.2% | +22.6% | -23.5% |
| 1Y | -23.1% | -46.6% | +23.5% | -22.9% |
| 3Y | -31.5% | +8.4% | -39.9% | -31.3% |
| 5Y | -33.1% | +25.8% | -58.9% | -33.2% |
| All | -33.1% | +21.5% | -54.6% | -33.2% |
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