+2,785.5%
MSCI vs TCOM
+208.7%
+2,576.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +2.7% | +6.5% | -3.9% | +1.3% |
| 30D | +16.2% | +13.3% | +2.9% | +13.1% |
| 3M | +17.1% | -6.5% | +23.5% | +18.6% |
| 6M | +13.0% | -16.3% | +29.3% | +17.0% |
| YTD | +15.8% | -38.7% | +54.5% | +27.2% |
| 1Y | +15.5% | -40.1% | +55.6% | +27.5% |
| 3Y | +32.3% | +30.6% | +1.7% | +17.2% |
| 5Y | +8.2% | +45.8% | -37.6% | -12.6% |
| 10Y | +800.7% | +8.1% | +792.6% | +621.2% |
| All | +2,785.5% | +208.7% | +2,576.7% | +1,088.2% |
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