+34.8%
CF vs TCOM
-39.6%
+74.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.2% | -7.6% | -4.0% |
| 7D | -6.9% | +10.7% | -17.6% | -5.7% |
| 30D | -3.7% | +10.1% | -13.8% | -2.6% |
| 3M | -5.0% | -8.9% | +3.9% | -6.0% |
| 6M | -10.5% | -19.2% | +8.7% | -12.9% |
| YTD | +46.5% | -40.6% | +87.2% | +36.0% |
| 1Y | +34.8% | -39.0% | +73.9% | +23.9% |
| All | +34.8% | -39.6% | +74.4% | +23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling