+634.5%
MRNA vs TCOM
+35.9%
+598.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.0% |
| 7D | -8.2% | -6.5% | -1.7% | -7.1% |
| 30D | +125.6% | -16.2% | +141.8% | +133.3% |
| 3M | +197.1% | -19.3% | +216.4% | +207.8% |
| 6M | +148.5% | -27.2% | +175.7% | +161.1% |
| YTD | +363.3% | -46.2% | +409.5% | +404.3% |
| 1Y | +462.0% | -46.6% | +508.6% | +512.8% |
| 3Y | +26.9% | +8.4% | +18.5% | +24.9% |
| 5Y | -69.6% | +25.8% | -95.4% | -72.0% |
| All | +634.5% | +35.9% | +598.6% | +516.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling