-69.4%
CAPR vs TCOM
+5.9%
-75.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.9% | -7.8% | -7.2% |
| 7D | +5.9% | -1.8% | +7.7% | +6.3% |
| 30D | +44.6% | +12.1% | +32.5% | +40.4% |
| 3M | +126.4% | -3.2% | +129.6% | +128.4% |
| 6M | -68.6% | -16.6% | -51.9% | -67.7% |
| YTD | -67.0% | -39.4% | -27.6% | -63.2% |
| 1Y | +65.2% | -41.5% | +106.7% | +85.9% |
| 3Y | +235.6% | +24.4% | +211.2% | +184.5% |
| 5Y | +175.4% | +41.6% | +133.8% | +102.3% |
| All | -69.4% | +5.9% | -75.2% | -79.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling