+1,560.8%
CMS vs TCOM
+2,694.8%
-1,134.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | +0.4% | -9.5% | +9.9% | +1.0% |
| 30D | -3.6% | -10.7% | +7.1% | -2.9% |
| 3M | -1.9% | -14.6% | +12.7% | -1.0% |
| 6M | -11.0% | -19.3% | +8.4% | -9.9% |
| YTD | +0.2% | -42.9% | +43.1% | +3.6% |
| 1Y | -1.3% | -43.8% | +42.5% | +2.0% |
| 3Y | +35.9% | +2.1% | +33.8% | +33.0% |
| 5Y | +23.1% | +31.2% | -8.1% | +15.2% |
| 10Y | +117.9% | -13.9% | +131.8% | +104.1% |
| All | +1,560.8% | +2,694.8% | -1,134.0% | +902.2% |
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