+3,994.3%
CMG vs TCOM
+976.2%
+3,018.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.2% | +0.7% | -2.0% |
| 7D | -6.5% | -10.2% | +3.7% | -4.7% |
| 30D | +12.1% | -16.8% | +28.9% | +15.8% |
| 3M | +20.6% | -16.7% | +37.3% | +24.0% |
| 6M | +2.1% | -27.1% | +29.2% | +7.4% |
| YTD | -2.6% | -45.5% | +42.9% | +7.2% |
| 1Y | -8.7% | -45.9% | +37.2% | +0.7% |
| 3Y | -7.4% | +9.8% | -17.1% | -12.9% |
| 5Y | -5.7% | +23.8% | -29.5% | -18.0% |
| 10Y | +322.3% | -10.8% | +333.1% | +264.9% |
| All | +3,994.3% | +976.2% | +3,018.1% | +1,492.2% |
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