+578.8%
MS vs TCOM
+3.5%
+575.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.9% | +3.3% |
| 7D | +0.7% | +7.4% | -6.7% | -0.9% |
| 30D | -0.9% | +13.2% | -14.2% | -3.8% |
| 3M | -13.0% | -4.6% | -8.4% | -12.4% |
| 6M | -2.0% | -16.4% | +14.4% | +1.2% |
| YTD | +7.8% | -38.8% | +46.5% | +18.8% |
| 1Y | +17.9% | -37.3% | +55.2% | +29.2% |
| 3Y | +174.8% | +31.4% | +143.4% | +141.1% |
| 5Y | +119.9% | +45.5% | +74.3% | +74.1% |
| 10Y | +578.8% | +4.6% | +574.2% | +448.3% |
| All | +578.8% | +3.5% | +575.3% | +448.3% |
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