+328.7%
CFG vs TCOM
+48.1%
+280.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.7% | +3.1% |
| 7D | +0.3% | +7.4% | -7.2% | -1.3% |
| 30D | +3.2% | +13.2% | -10.0% | +0.5% |
| 3M | -9.7% | -4.6% | -5.2% | -9.1% |
| 6M | +3.6% | -16.4% | +20.0% | +6.8% |
| YTD | +14.7% | -38.8% | +53.4% | +25.6% |
| 1Y | +29.6% | -37.3% | +66.9% | +41.1% |
| 3Y | +190.6% | +31.4% | +159.1% | +154.4% |
| 5Y | +67.1% | +45.5% | +21.5% | +33.1% |
| 10Y | +237.0% | +4.6% | +232.4% | +166.0% |
| All | +328.7% | +48.1% | +280.5% | +227.3% |
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