+172.4%
CEG vs TCOM
+8.5%
+163.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -1.2% |
| 7D | +1.3% | -10.2% | +11.5% | +3.0% |
| 30D | +8.8% | -16.8% | +25.7% | +11.9% |
| 3M | +17.0% | -16.7% | +33.7% | +19.9% |
| 6M | -8.7% | -27.1% | +18.4% | -4.3% |
| YTD | -16.4% | -45.5% | +29.1% | -8.5% |
| 1Y | -1.8% | -45.9% | +44.1% | +7.6% |
| All | +172.4% | +8.5% | +163.9% | +149.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling