-39.7%
CAG vs TCOM
+8.0%
-47.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.7% |
| 7D | -5.7% | -4.9% | -0.8% | -5.8% |
| 30D | -2.4% | -14.4% | +12.0% | -2.7% |
| 3M | +9.8% | -17.7% | +27.5% | +9.3% |
| 6M | -10.8% | -25.1% | +14.3% | -11.5% |
| YTD | -10.8% | -45.7% | +34.9% | -12.3% |
| 1Y | -19.0% | -47.9% | +28.9% | -20.3% |
| 3Y | -39.7% | +8.9% | -48.6% | -38.4% |
| All | -39.7% | +8.0% | -47.7% | -38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling