+36.1%
MRNA vs TCOM
+8.0%
+28.1%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.8% | +4.6% | +5.1% |
| 7D | -1.1% | -4.9% | +3.8% | +0.7% |
| 30D | +126.1% | -14.4% | +140.5% | +139.6% |
| 3M | +190.0% | -17.7% | +207.7% | +208.4% |
| 6M | +157.2% | -25.1% | +182.3% | +179.0% |
| YTD | +388.2% | -45.7% | +433.9% | +461.7% |
| 1Y | +467.0% | -47.9% | +514.9% | +559.4% |
| 3Y | +36.1% | +8.9% | +27.1% | +28.2% |
| All | +36.1% | +8.0% | +28.1% | +28.2% |
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 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