-68.2%
CAPR vs TCOM
+3.0%
-71.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +0.1% | -10.0% | -10.0% |
| 7D | +7.6% | +6.5% | +1.1% | +5.9% |
| 30D | +13.3% | +13.3% | 0.0% | +9.8% |
| 3M | +130.4% | -6.5% | +136.8% | +134.5% |
| 6M | -70.8% | -16.3% | -54.5% | -70.0% |
| YTD | -69.3% | -38.7% | -30.6% | -65.9% |
| 1Y | +59.5% | -40.1% | +99.6% | +78.5% |
| 3Y | +216.8% | +30.6% | +186.2% | +165.0% |
| 5Y | +152.7% | +45.8% | +106.9% | +84.0% |
| 10Y | -68.2% | +8.1% | -76.3% | -78.4% |
| All | -68.2% | +3.0% | -71.2% | -78.4% |
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 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