-97.8%
CAPR vs TCOM
+489.6%
-587.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.7% | +10.2% | +9.5% |
| 7D | +36.0% | +7.4% | +28.6% | +34.8% |
| 30D | +25.8% | +13.2% | +12.6% | +23.8% |
| 3M | +140.8% | -4.6% | +145.4% | +142.4% |
| 6M | -67.6% | -16.4% | -51.2% | -67.1% |
| YTD | -65.9% | -38.8% | -27.1% | -64.0% |
| 1Y | +66.1% | -37.3% | +103.4% | +74.8% |
| 3Y | +256.9% | +31.4% | +225.4% | +231.2% |
| 5Y | +172.1% | +45.5% | +126.6% | +139.2% |
| 10Y | -64.7% | +4.6% | -69.3% | -69.4% |
| All | -97.8% | +489.6% | -587.4% | -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