+2,417.1%
MSCI vs TCOM
+187.4%
+2,229.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | +0.4% | -9.5% | +9.9% | +2.5% |
| 30D | +0.6% | -10.7% | +11.3% | +2.9% |
| 3M | -7.1% | -14.6% | +7.5% | -4.1% |
| 6M | +0.8% | -19.3% | +20.2% | +5.2% |
| YTD | +1.0% | -42.9% | +43.9% | +12.8% |
| 1Y | +4.3% | -43.8% | +48.1% | +16.7% |
| 3Y | +9.9% | +2.1% | +7.8% | +2.8% |
| 5Y | -6.8% | +31.2% | -38.0% | -23.0% |
| 10Y | +614.7% | -13.9% | +628.6% | +503.3% |
| All | +2,417.1% | +187.4% | +2,229.7% | +953.7% |
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