+5,467.0%
CF vs TCOM
+1,218.8%
+4,248.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | +4.8% | +6.5% | -1.8% | +3.2% |
| 30D | +9.7% | +13.3% | -3.6% | +6.6% |
| 3M | +1.2% | -6.5% | +7.7% | +2.5% |
| 6M | +7.4% | -16.3% | +23.7% | +10.9% |
| YTD | +60.5% | -38.7% | +99.2% | +76.0% |
| 1Y | +50.7% | -40.1% | +90.9% | +66.0% |
| 3Y | +64.8% | +30.6% | +34.2% | +44.0% |
| 5Y | +115.8% | +45.8% | +70.0% | +66.1% |
| 10Y | +481.0% | +8.1% | +472.9% | +350.8% |
| All | +5,467.0% | +1,218.8% | +4,248.2% | +1,612.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling