+122.2%
CMS vs TCOM
-12.7%
+134.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.9% |
| 7D | +0.2% | -10.2% | +10.3% | +0.2% |
| 30D | -1.3% | -16.8% | +15.5% | -1.1% |
| 3M | -5.4% | -16.7% | +11.3% | -5.3% |
| 6M | -10.3% | -27.1% | +16.7% | -10.1% |
| YTD | -0.2% | -45.5% | +45.3% | +0.3% |
| 1Y | -0.9% | -45.9% | +45.0% | -0.3% |
| 3Y | +34.0% | +9.8% | +24.2% | +33.2% |
| 5Y | +23.6% | +23.8% | -0.2% | +22.5% |
| 10Y | +122.2% | -10.8% | +133.0% | +107.9% |
| All | +122.2% | -12.7% | +134.9% | +107.9% |
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