-3.1%
CMG vs TCOM
+29.4%
-32.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.1% |
| 3M | +15.8% | -17.7% | +33.5% | +18.5% |
| 6M | +6.9% | -25.1% | +32.0% | +10.7% |
| YTD | -2.2% | -45.7% | +43.6% | +5.1% |
| 1Y | -7.1% | -47.9% | +40.8% | +0.4% |
| 3Y | -7.1% | +8.9% | -16.1% | -11.4% |
| All | -3.1% | +29.4% | -32.5% | -14.7% |
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 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