+41.9%
CI vs TCOM
+26.3%
+15.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.8% |
| 7D | -2.0% | -7.6% | +5.6% | -1.8% |
| 30D | -1.8% | -12.2% | +10.4% | -1.5% |
| 3M | -4.2% | -14.2% | +10.0% | -3.9% |
| 6M | +2.7% | -25.0% | +27.7% | +3.5% |
| YTD | +1.9% | -43.7% | +45.6% | +3.5% |
| 1Y | -6.3% | -44.5% | +38.3% | -4.7% |
| 3Y | +3.9% | +13.4% | -9.6% | +1.6% |
| 5Y | +41.9% | +26.5% | +15.4% | +37.0% |
| All | +41.9% | +26.3% | +15.6% | +37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling