+49.0%
CG vs TCOM
+8.5%
+40.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.2% | -0.8% | -3.5% |
| 7D | -6.4% | -10.2% | +3.7% | -4.8% |
| 30D | -7.1% | -16.8% | +9.8% | -4.2% |
| 3M | -1.6% | -16.7% | +15.1% | +1.1% |
| 6M | -8.3% | -27.1% | +18.7% | -3.6% |
| YTD | -23.8% | -45.5% | +21.7% | -16.1% |
| 1Y | -28.7% | -45.9% | +17.1% | -21.4% |
| All | +49.0% | +8.5% | +40.5% | +54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling