+7.1%
CRM vs TCOM
-42.5%
+49.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.8% |
| 7D | +1.3% | -9.5% | +10.8% | +3.2% |
| 30D | +34.3% | -10.7% | +45.1% | +37.1% |
| 3M | +37.7% | -14.6% | +52.3% | +40.9% |
| 6M | +34.9% | -19.3% | +54.3% | +39.1% |
| YTD | -1.6% | -42.9% | +41.3% | +7.2% |
| 1Y | +7.1% | -43.8% | +50.9% | +15.1% |
| All | +7.1% | -42.5% | +49.6% | +15.1% |
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