+19.0%
MSCI vs TCOM
-39.6%
+58.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.2% | +2.2% | +4.8% |
| 7D | +11.5% | +10.7% | +0.8% | +9.7% |
| 30D | +22.1% | +10.1% | +12.0% | +20.2% |
| 3M | +18.4% | -8.9% | +27.3% | +19.8% |
| 6M | +16.6% | -19.2% | +35.8% | +18.6% |
| YTD | +18.8% | -40.6% | +59.5% | +20.8% |
| 1Y | +19.0% | -39.0% | +58.0% | +21.0% |
| All | +19.0% | -39.6% | +58.6% | +21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling