-77.3%
CAPR vs TCOM
-12.7%
-64.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.2% | -1.4% | -3.8% |
| 7D | -12.6% | -10.2% | -2.5% | -10.1% |
| 30D | +124.4% | -16.8% | +141.2% | +135.5% |
| 3M | -66.8% | -16.7% | -50.1% | -65.8% |
| 6M | -71.8% | -27.1% | -44.7% | -69.9% |
| YTD | -70.1% | -45.5% | -24.6% | -65.7% |
| 1Y | +33.3% | -45.9% | +79.2% | +53.1% |
| 3Y | +36.7% | +9.8% | +27.0% | +19.6% |
| 5Y | +72.5% | +23.8% | +48.7% | +31.0% |
| 10Y | -77.3% | -10.8% | -66.5% | -83.9% |
| All | -77.3% | -12.7% | -64.6% | -83.9% |
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 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