-97.5%
CAPR vs TCOM
+483.8%
-581.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.5% | -1.1% | +27.6% | +26.6% |
| 7D | +25.8% | +2.2% | +23.6% | +25.4% |
| 30D | +50.2% | +12.5% | +37.7% | +47.9% |
| 3M | +185.5% | -5.6% | +191.1% | +187.7% |
| 6M | -64.8% | -16.5% | -48.4% | -64.3% |
| YTD | -61.1% | -39.4% | -21.8% | -58.9% |
| 1Y | +81.0% | -41.0% | +121.9% | +92.0% |
| 3Y | +300.7% | +29.2% | +271.5% | +272.6% |
| 5Y | +223.3% | +41.6% | +181.7% | +185.2% |
| 10Y | -58.8% | +6.6% | -65.4% | -64.2% |
| All | -97.5% | +483.8% | -581.3% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling