+24.1%
CMS vs TCOM
+26.3%
-2.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.5% |
| 7D | +1.2% | -7.6% | +8.8% | +1.2% |
| 30D | -3.2% | -12.2% | +9.1% | -3.2% |
| 3M | -2.2% | -14.2% | +12.0% | -2.3% |
| 6M | -9.4% | -25.0% | +15.6% | -9.5% |
| YTD | +0.7% | -43.7% | +44.4% | +0.5% |
| 1Y | +0.4% | -44.5% | +44.9% | +0.2% |
| 3Y | +35.2% | +13.4% | +21.7% | +35.2% |
| 5Y | +24.1% | +26.5% | -2.3% | +22.0% |
| All | +24.1% | +26.3% | -2.2% | +22.0% |
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