+3.3%
CI vs TCOM
+13.4%
-10.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -2.4% |
| 7D | -2.6% | -7.6% | +5.1% | -2.6% |
| 30D | -2.4% | -12.2% | +9.9% | -2.3% |
| 3M | -4.8% | -14.2% | +9.5% | -4.8% |
| 6M | +2.1% | -25.0% | +27.1% | +2.2% |
| YTD | +1.4% | -43.7% | +45.0% | +1.3% |
| 1Y | -6.8% | -44.5% | +37.8% | -6.8% |
| 3Y | +3.3% | +13.4% | -10.1% | +3.2% |
| All | +3.3% | +13.4% | -10.1% | +3.2% |
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