+605.8%
MSCI vs TCOM
-9.7%
+615.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.3% | -2.5% | -3.5% |
| 7D | -2.1% | -7.6% | +5.5% | -0.7% |
| 30D | -1.7% | -12.2% | +10.5% | +0.6% |
| 3M | -8.2% | -14.2% | +6.0% | -5.7% |
| 6M | -2.4% | -25.0% | +22.6% | +2.6% |
| YTD | -2.8% | -43.7% | +40.9% | +7.2% |
| 1Y | -2.7% | -44.5% | +41.9% | +7.4% |
| 3Y | +7.3% | +13.4% | -6.1% | -1.6% |
| 5Y | -11.4% | +26.5% | -37.9% | -25.6% |
| 10Y | +605.8% | -10.3% | +616.1% | +482.1% |
| All | +605.8% | -9.7% | +615.6% | +482.1% |
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