+122.9%
MS vs TCOM
+40.6%
+82.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.7% |
| 7D | +5.1% | -1.8% | +6.9% | +5.4% |
| 30D | +5.7% | +12.1% | -6.4% | +3.7% |
| 3M | -12.2% | -3.2% | -9.0% | -11.9% |
| 6M | -0.5% | -16.6% | +16.1% | +1.9% |
| YTD | +9.8% | -39.4% | +49.2% | +18.0% |
| 1Y | +17.7% | -41.5% | +59.2% | +27.2% |
| 3Y | +176.8% | +24.4% | +152.5% | +157.0% |
| All | +122.9% | +40.6% | +82.3% | +95.7% |
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