+1,614.0%
CI vs TCOM
+2,694.8%
-1,080.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.2% |
| 7D | +1.3% | -9.5% | +10.8% | +2.7% |
| 30D | +4.4% | -10.7% | +15.2% | +6.1% |
| 3M | +0.7% | -14.6% | +15.3% | +2.6% |
| 6M | +0.3% | -19.3% | +19.7% | +3.1% |
| YTD | +3.8% | -42.9% | +46.8% | +11.7% |
| 1Y | -5.5% | -43.8% | +38.3% | +1.9% |
| 3Y | +8.1% | +2.1% | +6.0% | +2.8% |
| 5Y | +42.8% | +31.2% | +11.6% | +23.2% |
| 10Y | +143.9% | -13.9% | +157.8% | +113.8% |
| All | +1,614.0% | +2,694.8% | -1,080.7% | +767.4% |
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