+1,387.7%
CB vs TCOM
+2,922.3%
-1,534.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -1.9% |
| 7D | +0.2% | +12.1% | -11.8% | -1.2% |
| 30D | +9.1% | +16.5% | -7.4% | +6.9% |
| 3M | +3.4% | -4.0% | +7.5% | +3.8% |
| 6M | +14.1% | -18.5% | +32.6% | +16.7% |
| YTD | +18.0% | -38.3% | +56.3% | +24.6% |
| 1Y | +30.1% | -36.6% | +66.7% | +36.8% |
| 3Y | +71.8% | +31.1% | +40.6% | +59.1% |
| 5Y | +101.8% | +47.6% | +54.2% | +75.2% |
| 10Y | +252.1% | +5.1% | +247.1% | +205.5% |
| All | +1,387.7% | +2,922.3% | -1,534.5% | +657.0% |
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 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