-31.9%
CEG vs TCOM
-39.6%
+7.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.2% | -9.9% | -6.7% |
| 7D | -4.8% | +10.7% | -15.5% | -4.7% |
| 30D | -8.2% | +10.1% | -18.2% | -8.2% |
| 3M | -7.9% | -8.9% | +0.9% | -7.5% |
| 6M | -23.2% | -19.2% | -4.1% | -21.4% |
| YTD | -30.1% | -40.6% | +10.5% | -28.3% |
| 1Y | -31.9% | -39.0% | +7.1% | -30.3% |
| All | -31.9% | -39.6% | +7.7% | -30.3% |
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 · 6 months rolling