+306.8%
CFG vs TCOM
-12.7%
+319.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.1% |
| 7D | -0.6% | -10.2% | +9.6% | +1.9% |
| 30D | -4.5% | -16.8% | +12.3% | -0.5% |
| 3M | +6.3% | -16.7% | +23.0% | +10.2% |
| 6M | +20.6% | -27.1% | +47.7% | +28.9% |
| YTD | +21.2% | -45.5% | +66.7% | +37.8% |
| 1Y | +38.2% | -45.9% | +84.1% | +57.2% |
| 3Y | +185.9% | +9.8% | +176.2% | +156.4% |
| 5Y | +97.0% | +23.8% | +73.2% | +58.2% |
| 10Y | +306.8% | -10.8% | +317.6% | +217.1% |
| All | +306.8% | -12.7% | +319.5% | +217.1% |
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