-97.9%
CAPR vs TCOM
+449.3%
-547.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.4% |
| 7D | -2.0% | -9.5% | +7.5% | -0.7% |
| 30D | +139.2% | -10.7% | +149.9% | +142.7% |
| 3M | -66.4% | -14.6% | -51.7% | -66.0% |
| 6M | -63.1% | -19.3% | -43.8% | -62.4% |
| YTD | -67.4% | -42.9% | -24.5% | -65.3% |
| 1Y | +58.2% | -43.8% | +102.0% | +68.9% |
| 3Y | +42.2% | +2.1% | +40.1% | +36.4% |
| 5Y | +87.3% | +31.2% | +56.0% | +66.6% |
| 10Y | -75.3% | -13.9% | -61.3% | -78.2% |
| All | -97.9% | +449.3% | -547.2% | -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