+245.6%
CRH vs TCOM
-9.8%
+255.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.9% |
| 7D | -6.1% | -4.9% | -1.2% | -5.1% |
| 30D | -9.3% | -14.4% | +5.1% | -6.6% |
| 3M | -15.2% | -17.7% | +2.5% | -12.3% |
| 6M | -14.2% | -25.1% | +10.9% | -9.7% |
| YTD | -28.3% | -45.7% | +17.5% | -19.9% |
| 1Y | -21.8% | -47.9% | +26.1% | -12.2% |
| 3Y | +71.6% | +8.9% | +62.7% | +60.7% |
| 5Y | +96.6% | +26.9% | +69.8% | +69.0% |
| All | +245.6% | -9.8% | +255.4% | +183.9% |
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