+278.0%
MRVL vs TCOM
+21.5%
+256.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.2% | -3.1% |
| 7D | +8.7% | -6.5% | +15.2% | +10.6% |
| 30D | +6.9% | -16.2% | +23.1% | +12.1% |
| 3M | -10.1% | -19.3% | +9.2% | -5.4% |
| 6M | +143.4% | -27.2% | +170.7% | +163.7% |
| YTD | +167.5% | -46.2% | +213.6% | +213.7% |
| 1Y | +239.0% | -46.6% | +285.6% | +298.2% |
| 3Y | +311.0% | +8.4% | +302.6% | +274.2% |
| 5Y | +278.0% | +25.8% | +252.2% | +180.6% |
| All | +278.0% | +21.5% | +256.5% | +180.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling