-59.7%
MKTX vs TCOM
+29.4%
-89.1%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.1% |
| 7D | -0.2% | -4.9% | +4.7% | +0.2% |
| 30D | +0.7% | -14.4% | +15.1% | +2.0% |
| 3M | +40.8% | -17.7% | +58.5% | +42.9% |
| 6M | -8.0% | -25.1% | +17.1% | -6.0% |
| YTD | -8.7% | -45.7% | +37.0% | -4.6% |
| 1Y | -11.8% | -47.9% | +36.0% | -7.5% |
| 3Y | -24.0% | +8.9% | -33.0% | -28.2% |
| All | -59.7% | +29.4% | -89.1% | -64.0% |
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