+256.9%
CAPR vs TCOM
+31.7%
+225.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.7% | +10.2% | +9.5% |
| 7D | +36.0% | +7.4% | +28.6% | +34.7% |
| 30D | +25.8% | +13.2% | +12.6% | +23.8% |
| 3M | +140.8% | -4.6% | +145.4% | +141.6% |
| 6M | -67.6% | -16.4% | -51.2% | -67.0% |
| YTD | -65.9% | -38.8% | -27.1% | -63.8% |
| 1Y | +66.1% | -37.3% | +103.4% | +75.6% |
| 3Y | +256.9% | +31.4% | +225.4% | +225.5% |
| All | +256.9% | +31.7% | +225.2% | +225.5% |
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