-32.5%
CBRS vs TCOM
-19.4%
-13.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.9% | +11.2% | +10.4% |
| 7D | +17.3% | -9.5% | +26.8% | +18.8% |
| 30D | -2.0% | -10.7% | +8.7% | -0.5% |
| 3M | -2.5% | -14.6% | +12.1% | +5.0% |
| All | -32.5% | -19.4% | -13.1% | -22.3% |
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 · Available span rolling