-7.4%
CDE vs TCOM
-25.7%
+18.3%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.2% | +4.9% | +2.1% |
| 7D | -2.0% | -10.2% | +8.2% | -0.5% |
| 30D | +15.7% | -16.8% | +32.5% | +18.2% |
| 3M | +30.5% | -16.7% | +47.2% | +34.7% |
| 6M | -7.4% | -27.1% | +19.7% | +8.3% |
| All | -7.4% | -25.7% | +18.3% | +8.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling