+224.4%
MRK vs TCOM
-9.8%
+234.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -0.6% |
| 7D | -4.3% | -4.9% | +0.6% | -4.0% |
| 30D | +8.3% | -14.4% | +22.7% | +9.1% |
| 3M | +20.0% | -17.7% | +37.7% | +21.0% |
| 6M | +25.7% | -25.1% | +50.8% | +27.2% |
| YTD | +38.7% | -45.7% | +84.5% | +42.4% |
| 1Y | +74.7% | -47.9% | +122.5% | +79.6% |
| 3Y | +45.4% | +8.9% | +36.4% | +42.3% |
| 5Y | +129.0% | +26.9% | +102.2% | +119.3% |
| All | +224.4% | -9.8% | +234.2% | +201.8% |
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