+76.1%
CAG vs TCOM
+2,658.7%
-2,582.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.4% |
| 7D | -5.3% | -7.6% | +2.3% | -4.9% |
| 30D | +1.0% | -12.2% | +13.2% | +1.6% |
| 3M | +17.4% | -14.2% | +31.6% | +18.1% |
| 6M | -16.8% | -25.0% | +8.2% | -15.7% |
| YTD | -6.8% | -43.7% | +36.9% | -4.4% |
| 1Y | -15.4% | -44.5% | +29.2% | -13.2% |
| 3Y | -37.1% | +13.4% | -50.5% | -38.5% |
| 5Y | -41.3% | +26.5% | -67.7% | -44.0% |
| 10Y | -35.5% | -10.3% | -25.2% | -38.6% |
| All | +76.1% | +2,658.7% | -2,582.5% | +30.9% |
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