+223.5%
CB vs TCOM
-12.7%
+236.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +0.6% |
| 7D | -0.5% | -10.2% | +9.6% | +0.5% |
| 30D | -3.1% | -16.8% | +13.8% | -1.4% |
| 3M | +4.2% | -16.7% | +20.9% | +5.8% |
| 6M | +4.7% | -27.1% | +31.8% | +7.7% |
| YTD | +8.8% | -45.5% | +54.3% | +14.8% |
| 1Y | +22.6% | -45.9% | +68.5% | +29.3% |
| 3Y | +70.6% | +9.8% | +60.9% | +62.4% |
| 5Y | +99.4% | +23.8% | +75.6% | +80.5% |
| 10Y | +223.5% | -10.8% | +234.2% | +175.0% |
| All | +223.5% | -12.7% | +236.1% | +175.0% |
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