+246.7%
CB vs TCOM
+3.0%
+243.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.5% |
| 7D | +0.7% | +6.5% | -5.8% | +0.1% |
| 30D | +8.2% | +13.3% | -5.1% | +6.9% |
| 3M | +6.3% | -6.5% | +12.7% | +6.9% |
| 6M | +16.2% | -16.3% | +32.5% | +17.9% |
| YTD | +19.3% | -38.7% | +58.0% | +24.4% |
| 1Y | +29.2% | -40.1% | +69.3% | +35.0% |
| 3Y | +71.4% | +30.6% | +40.8% | +60.3% |
| 5Y | +104.2% | +45.8% | +58.4% | +81.5% |
| 10Y | +246.7% | +8.1% | +238.6% | +196.8% |
| All | +246.7% | +3.0% | +243.7% | +196.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling