+321.2%
MRVL vs TCOM
+8.5%
+312.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.2% | +7.5% | +5.0% |
| 7D | +13.8% | -10.2% | +24.0% | +16.7% |
| 30D | +12.7% | -16.8% | +29.5% | +17.7% |
| 3M | -11.9% | -16.7% | +4.8% | -8.5% |
| 6M | +153.8% | -27.1% | +180.9% | +173.4% |
| YTD | +177.0% | -45.5% | +222.5% | +219.3% |
| 1Y | +252.3% | -45.9% | +298.2% | +306.6% |
| All | +321.2% | +8.5% | +312.7% | +282.8% |
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 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