+132.3%
CMS vs TCOM
+3.5%
+128.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.3% | +0.5% |
| 7D | -0.9% | +7.4% | -8.4% | -1.0% |
| 30D | +7.1% | +13.2% | -6.2% | +7.0% |
| 3M | -1.3% | -4.6% | +3.3% | -1.3% |
| 6M | -2.7% | -16.4% | +13.7% | -2.5% |
| YTD | +2.6% | -38.8% | +41.4% | +3.0% |
| 1Y | -2.0% | -37.3% | +35.3% | -1.7% |
| 3Y | +39.6% | +31.4% | +8.2% | +38.7% |
| 5Y | +35.3% | +45.5% | -10.2% | +34.2% |
| 10Y | +132.3% | +4.6% | +127.7% | +115.5% |
| All | +132.3% | +3.5% | +128.8% | +115.5% |
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