+13.7%
MSCI vs TCOM
-39.5%
+53.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.6% | +1.0% |
| 7D | +1.5% | +7.4% | -6.0% | +0.2% |
| 30D | +14.4% | +13.2% | +1.2% | +11.9% |
| 3M | +15.2% | -4.6% | +19.7% | +15.7% |
| 6M | +11.2% | -16.4% | +27.6% | +12.7% |
| YTD | +13.9% | -38.8% | +52.7% | +15.4% |
| All | +13.7% | -39.5% | +53.2% | +15.1% |
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 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