+350.2%
CG vs TCOM
+302.6%
+47.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.4% |
| 7D | -4.3% | -9.5% | +5.2% | -2.3% |
| 30D | -5.1% | -10.7% | +5.6% | -2.8% |
| 3M | +8.7% | -14.6% | +23.3% | +11.8% |
| 6M | -9.2% | -19.3% | +10.1% | -5.5% |
| YTD | -18.9% | -42.9% | +24.1% | -9.5% |
| 1Y | -25.6% | -43.8% | +18.1% | -16.8% |
| 3Y | +57.3% | +2.1% | +55.2% | +49.3% |
| 5Y | +10.2% | +31.2% | -21.1% | -6.5% |
| 10Y | +364.2% | -13.9% | +378.1% | +297.3% |
| All | +350.2% | +302.6% | +47.5% | +243.8% |
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