-10.7%
CMG vs TCOM
-42.5%
+31.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.5% |
| 7D | -2.8% | -9.5% | +6.7% | -1.6% |
| 30D | +7.1% | -10.7% | +17.9% | +8.6% |
| 3M | +31.2% | -14.6% | +45.8% | +33.7% |
| 6M | +0.7% | -19.3% | +20.0% | +3.9% |
| YTD | -0.1% | -42.9% | +42.8% | +4.5% |
| 1Y | -10.7% | -43.8% | +33.0% | -6.6% |
| All | -10.7% | -42.5% | +31.7% | -6.6% |
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