+570.9%
MRSH vs TCOM
+2,536.0%
-1,965.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.5% | +0.4% |
| 7D | -5.9% | -6.5% | +0.6% | -5.2% |
| 30D | -7.3% | -16.2% | +8.9% | -5.4% |
| 3M | +6.7% | -19.3% | +26.0% | +9.2% |
| 6M | +3.0% | -27.2% | +30.2% | +6.6% |
| YTD | -2.9% | -46.2% | +43.3% | +3.7% |
| 1Y | -9.0% | -46.6% | +37.6% | -2.8% |
| 3Y | -4.3% | +8.4% | -12.7% | -8.2% |
| 5Y | +19.4% | +25.8% | -6.4% | +8.1% |
| 10Y | +218.1% | -11.9% | +230.0% | +187.8% |
| All | +570.9% | +2,536.0% | -1,965.1% | +305.2% |
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 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