+10.9%
CMG vs TCOM
-39.6%
+50.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.2% | +2.7% | +5.5% |
| 7D | +22.5% | +10.7% | +11.8% | +21.4% |
| 30D | +14.1% | +10.1% | +4.0% | +13.1% |
| 3M | +4.1% | -8.9% | +12.9% | +4.9% |
| 6M | +10.1% | -19.2% | +29.2% | +13.0% |
| YTD | -4.9% | -40.6% | +35.8% | -3.3% |
| 1Y | +10.9% | -39.0% | +49.9% | +11.7% |
| All | +10.9% | -39.6% | +50.5% | +11.7% |
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