-61.2%
CDE vs TCOM
+2,536.0%
-2,597.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.9% | -2.8% |
| 7D | -6.1% | -6.5% | +0.5% | -4.3% |
| 30D | +9.5% | -16.2% | +25.7% | +14.9% |
| 3M | +32.0% | -19.3% | +51.3% | +38.8% |
| 6M | -12.8% | -27.2% | +14.4% | -5.5% |
| YTD | +14.2% | -46.2% | +60.4% | +33.5% |
| 1Y | +36.3% | -46.6% | +82.9% | +59.5% |
| 3Y | +821.4% | +8.4% | +813.0% | +759.1% |
| 5Y | +194.3% | +25.8% | +168.5% | +144.8% |
| 10Y | +53.2% | -11.9% | +65.1% | +28.8% |
| All | -61.2% | +2,536.0% | -2,597.3% | -88.7% |
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