+38.8%
CFG vs TCOM
-42.5%
+81.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | +1.5% | -9.5% | +11.1% | +2.2% |
| 30D | -3.8% | -10.7% | +6.9% | -3.1% |
| 3M | +11.5% | -14.6% | +26.1% | +12.7% |
| 6M | +19.2% | -19.3% | +38.5% | +21.4% |
| YTD | +23.7% | -42.9% | +66.6% | +30.1% |
| 1Y | +38.8% | -43.8% | +82.6% | +44.7% |
| All | +38.8% | -42.5% | +81.3% | +44.7% |
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