+1,381.3%
CB vs TCOM
+2,899.8%
-1,518.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | -1.5% | +7.4% | -8.9% | -2.4% |
| 30D | +6.5% | +13.2% | -6.7% | +4.8% |
| 3M | +4.1% | -4.6% | +8.6% | +4.5% |
| 6M | +14.4% | -16.4% | +30.8% | +16.6% |
| YTD | +17.5% | -38.8% | +56.3% | +24.2% |
| 1Y | +27.5% | -37.3% | +64.9% | +34.3% |
| 3Y | +71.6% | +31.4% | +40.2% | +58.9% |
| 5Y | +100.6% | +45.5% | +55.1% | +74.5% |
| 10Y | +243.0% | +4.6% | +238.3% | +197.7% |
| All | +1,381.3% | +2,899.8% | -1,518.4% | +654.5% |
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