+211.7%
MRSH vs TCOM
-9.8%
+221.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | -4.8% | -4.9% | +0.1% | -4.3% |
| 30D | -6.3% | -14.4% | +8.1% | -4.9% |
| 3M | +5.8% | -17.7% | +23.5% | +7.7% |
| 6M | +2.8% | -25.1% | +27.9% | +5.5% |
| YTD | -3.1% | -45.7% | +42.6% | +2.2% |
| 1Y | -11.3% | -47.9% | +36.6% | -6.1% |
| 3Y | -5.0% | +8.9% | -13.9% | -8.8% |
| 5Y | +19.2% | +26.9% | -7.7% | +8.8% |
| All | +211.7% | -9.8% | +221.5% | +174.4% |
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