+86.0%
CAPR vs TCOM
+26.3%
+59.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.3% | -3.4% |
| 7D | -9.5% | -7.6% | -1.9% | -8.4% |
| 30D | +121.5% | -12.2% | +133.7% | +125.8% |
| 3M | -65.4% | -14.2% | -51.2% | -64.9% |
| 6M | -67.5% | -25.0% | -42.5% | -66.3% |
| YTD | -68.6% | -43.7% | -24.9% | -66.0% |
| 1Y | +42.7% | -44.5% | +87.2% | +54.8% |
| 3Y | +43.4% | +13.4% | +29.9% | +32.2% |
| 5Y | +86.0% | +26.5% | +59.6% | +59.8% |
| All | +86.0% | +26.3% | +59.7% | +59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling