-10.0%
CRM vs TCOM
-39.6%
+29.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.2% | -1.0% | +1.7% |
| 7D | -6.2% | +10.7% | -16.9% | -7.9% |
| 30D | -1.2% | +10.1% | -11.2% | -2.8% |
| 3M | +19.1% | -8.9% | +28.0% | +21.0% |
| 6M | +23.0% | -19.2% | +42.1% | +26.2% |
| YTD | -13.7% | -40.6% | +27.0% | -7.2% |
| 1Y | -10.0% | -39.0% | +29.1% | -4.0% |
| All | -10.0% | -39.6% | +29.6% | -4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling