-32.5%
CG vs TCOM
-46.8%
+14.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -2.2% |
| 7D | -9.8% | -6.5% | -3.3% | -8.9% |
| 30D | -10.3% | -16.2% | +5.9% | -8.0% |
| 3M | -1.7% | -19.3% | +17.7% | +1.4% |
| 6M | -9.8% | -27.2% | +17.4% | -5.0% |
| YTD | -25.6% | -46.2% | +20.6% | -18.4% |
| 1Y | -32.5% | -46.6% | +14.1% | -26.1% |
| All | -32.5% | -46.8% | +14.3% | -26.1% |
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 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