+27.2%
CB vs TCOM
-39.5%
+66.8%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.4% |
| 7D | -1.5% | +7.4% | -8.9% | -1.5% |
| 30D | +6.5% | +13.2% | -6.7% | +6.5% |
| 3M | +4.1% | -4.6% | +8.6% | +4.0% |
| 6M | +14.4% | -16.4% | +30.8% | +13.7% |
| YTD | +17.5% | -38.8% | +56.3% | +17.5% |
| All | +27.2% | -39.5% | +66.8% | +27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling