+12.1%
CI vs TCOM
-41.4%
+53.5%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | +0.2% |
| 7D | +1.2% | -1.8% | +2.9% | +1.2% |
| 30D | +2.6% | +12.1% | -9.5% | +2.0% |
| 3M | +7.4% | -3.2% | +10.6% | +7.5% |
| 6M | -0.1% | -16.6% | +16.5% | +1.3% |
| YTD | +9.7% | -39.4% | +49.1% | +13.6% |
| 1Y | +12.1% | -41.5% | +53.6% | +16.3% |
| All | +12.1% | -41.4% | +53.5% | +16.3% |
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 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