+113.8%
CF vs TCOM
+40.9%
+72.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.4% |
| 7D | +5.4% | -1.4% | +6.7% | +5.4% |
| 30D | +6.5% | +11.5% | -5.0% | +6.1% |
| 3M | +4.6% | -5.2% | +9.8% | +4.8% |
| 6M | -3.3% | -16.9% | +13.6% | -2.7% |
| YTD | +63.9% | -39.9% | +103.8% | +66.9% |
| 1Y | +50.4% | -42.1% | +92.5% | +53.5% |
| 3Y | +68.2% | +28.0% | +40.2% | +65.5% |
| 5Y | +113.8% | +40.4% | +73.5% | +114.5% |
| All | +113.8% | +40.9% | +72.9% | +114.5% |
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 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