+46.1%
MRK vs TCOM
+7.1%
+39.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.7% | -1.9% |
| 7D | -5.0% | -6.5% | +1.5% | -4.9% |
| 30D | +11.0% | -16.2% | +27.2% | +11.2% |
| 3M | +22.4% | -19.3% | +41.7% | +22.7% |
| 6M | +25.4% | -27.2% | +52.6% | +26.1% |
| YTD | +39.5% | -46.2% | +85.7% | +41.1% |
| 1Y | +78.0% | -46.6% | +124.6% | +80.0% |
| All | +46.1% | +7.1% | +39.0% | +45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling