+322.0%
CMG vs TCOM
-9.8%
+331.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | -2.1% | -4.9% | +2.8% | -1.4% |
| 30D | +10.9% | -14.4% | +25.3% | +13.4% |
| 3M | +15.8% | -17.7% | +33.5% | +18.7% |
| 6M | +6.9% | -25.1% | +32.0% | +11.1% |
| YTD | -2.2% | -45.7% | +43.6% | +5.9% |
| 1Y | -7.1% | -47.9% | +40.8% | +1.2% |
| 3Y | -7.1% | +8.9% | -16.1% | -11.7% |
| 5Y | -4.8% | +26.9% | -31.6% | -15.9% |
| All | +322.0% | -9.8% | +331.8% | +282.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling