+2,715.8%
MSCI vs TCOM
+210.8%
+2,505.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.5% | -2.5% |
| 7D | +2.8% | +12.1% | -9.2% | +0.3% |
| 30D | +15.4% | +16.5% | -1.1% | +11.6% |
| 3M | +13.4% | -4.0% | +17.5% | +14.2% |
| 6M | +10.9% | -18.5% | +29.4% | +15.5% |
| YTD | +13.0% | -38.3% | +51.3% | +24.0% |
| 1Y | +12.0% | -36.6% | +48.6% | +22.1% |
| 3Y | +34.1% | +31.1% | +3.0% | +18.6% |
| 5Y | +3.9% | +47.6% | -43.7% | -16.3% |
| 10Y | +802.0% | +5.1% | +797.0% | +627.1% |
| All | +2,715.8% | +210.8% | +2,505.1% | +1,057.9% |
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