+467.4%
CF vs TCOM
+8.8%
+458.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | +4.8% | +6.5% | -1.8% | +3.7% |
| 30D | +9.7% | +13.3% | -3.6% | +7.6% |
| 3M | +1.2% | -6.5% | +7.7% | +2.1% |
| 6M | +7.4% | -16.3% | +23.7% | +9.8% |
| YTD | +60.5% | -38.7% | +99.2% | +71.2% |
| 1Y | +50.7% | -40.1% | +90.9% | +61.3% |
| 3Y | +64.8% | +30.6% | +34.2% | +48.9% |
| 5Y | +115.8% | +45.8% | +70.0% | +80.4% |
| All | +467.4% | +8.8% | +458.6% | +375.9% |
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