+8.4%
CI vs TCOM
+31.7%
-23.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.7% |
| 7D | +0.1% | +7.4% | -7.3% | +0.1% |
| 30D | +4.7% | +13.2% | -8.6% | +4.6% |
| 3M | +5.2% | -4.6% | +9.8% | +5.2% |
| 6M | +3.8% | -16.4% | +20.2% | +3.9% |
| YTD | +9.2% | -38.8% | +48.0% | +9.3% |
| 1Y | +14.3% | -37.3% | +51.6% | +14.3% |
| 3Y | +8.4% | +31.4% | -23.0% | +4.1% |
| All | +8.4% | +31.7% | -23.3% | +4.1% |
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 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