+73.0%
CF vs TCOM
+7.1%
+65.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -3.2% |
| 7D | +6.0% | -9.5% | +15.5% | +6.5% |
| 30D | +14.8% | -10.7% | +25.6% | +15.4% |
| 3M | +14.1% | -14.6% | +28.7% | +14.8% |
| 6M | +28.5% | -19.3% | +47.9% | +29.5% |
| YTD | +74.9% | -42.9% | +117.9% | +80.1% |
| 1Y | +61.7% | -43.8% | +105.5% | +66.6% |
| All | +73.0% | +7.1% | +65.9% | +71.2% |
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 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