+626.9%
CEG vs TCOM
+66.4%
+560.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -1.3% |
| 7D | +1.3% | -10.2% | +11.5% | +2.7% |
| 30D | +8.8% | -16.8% | +25.7% | +11.3% |
| 3M | +17.0% | -16.7% | +33.7% | +19.3% |
| 6M | -8.7% | -27.1% | +18.4% | -5.3% |
| YTD | -16.4% | -45.5% | +29.1% | -10.4% |
| 1Y | -1.8% | -45.9% | +44.1% | +5.4% |
| 3Y | +175.8% | +9.8% | +166.0% | +167.1% |
| All | +626.9% | +66.4% | +560.5% | +572.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling