+607.3%
CEG vs TCOM
+64.4%
+543.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.5% |
| 7D | +0.3% | -6.5% | +6.8% | +1.2% |
| 30D | +2.9% | -16.2% | +19.1% | +5.1% |
| 3M | +18.2% | -19.3% | +37.5% | +21.1% |
| 6M | -9.5% | -27.2% | +17.7% | -6.1% |
| YTD | -18.7% | -46.2% | +27.5% | -12.6% |
| 1Y | -10.1% | -46.6% | +36.5% | -3.4% |
| 3Y | +168.3% | +8.4% | +160.0% | +160.3% |
| All | +607.3% | +64.4% | +543.0% | +554.9% |
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