+669.9%
MS vs TCOM
+2,694.8%
-2,024.8%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | +1.4% | -9.5% | +10.9% | +4.2% |
| 30D | -0.3% | -10.7% | +10.5% | +2.8% |
| 3M | +0.3% | -14.6% | +14.9% | +4.0% |
| 6M | +31.3% | -19.3% | +50.7% | +38.1% |
| YTD | +24.7% | -42.9% | +67.6% | +43.5% |
| 1Y | +47.9% | -43.8% | +91.7% | +70.8% |
| 3Y | +178.3% | +2.1% | +176.2% | +156.4% |
| 5Y | +144.9% | +31.2% | +113.7% | +90.7% |
| 10Y | +804.5% | -13.9% | +818.5% | +637.7% |
| All | +669.9% | +2,694.8% | -2,024.8% | +133.0% |
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