+593.1%
CEG vs TCOM
+85.1%
+508.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.6% | -0.9% |
| 7D | +12.1% | -1.8% | +13.9% | +12.3% |
| 30D | +0.2% | +12.1% | -11.9% | -1.2% |
| 3M | +0.7% | -3.2% | +3.9% | +1.0% |
| 6M | +2.2% | -16.6% | +18.9% | +4.2% |
| YTD | -20.3% | -39.4% | +19.1% | -15.7% |
| 1Y | -16.1% | -41.5% | +25.4% | -10.9% |
| 3Y | +134.7% | +24.4% | +110.3% | +123.8% |
| All | +593.1% | +85.1% | +508.0% | +531.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling