+281.1%
CG vs TCOM
+327.7%
-46.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.2% | +0.9% |
| 7D | +0.2% | -1.8% | +2.0% | +0.6% |
| 30D | +11.2% | +12.1% | -0.9% | +8.4% |
| 3M | -22.1% | -3.2% | -18.9% | -21.7% |
| 6M | -17.9% | -16.6% | -1.3% | -15.2% |
| YTD | -31.3% | -39.4% | +8.1% | -24.5% |
| 1Y | -24.0% | -41.5% | +17.6% | -15.8% |
| 3Y | +45.0% | +24.4% | +20.6% | +31.8% |
| 5Y | -22.6% | +41.6% | -64.2% | -35.3% |
| 10Y | +282.1% | +6.5% | +275.6% | +216.1% |
| All | +281.1% | +327.7% | -46.5% | +187.0% |
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