+598.5%
CEG vs TCOM
+83.5%
+515.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +2.9% |
| 7D | +17.8% | -1.4% | +19.2% | +18.0% |
| 30D | -4.5% | +11.5% | -16.0% | -5.9% |
| 3M | +1.5% | -5.2% | +6.7% | +2.0% |
| 6M | -3.5% | -16.9% | +13.4% | -1.7% |
| YTD | -19.7% | -39.9% | +20.2% | -15.0% |
| 1Y | -19.8% | -42.1% | +22.3% | -14.7% |
| 3Y | +136.4% | +28.0% | +108.4% | +124.8% |
| All | +598.5% | +83.5% | +515.0% | +537.2% |
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