+238.9%
CRM vs TCOM
-9.8%
+248.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.8% |
| 7D | -4.4% | -4.9% | +0.5% | -3.4% |
| 30D | +28.1% | -14.4% | +42.5% | +32.3% |
| 3M | +48.8% | -17.7% | +66.5% | +54.6% |
| 6M | +28.3% | -25.1% | +53.4% | +35.7% |
| YTD | -6.0% | -45.7% | +39.7% | +5.9% |
| 1Y | +1.4% | -47.9% | +49.3% | +15.2% |
| 3Y | +11.8% | +8.9% | +2.9% | +3.3% |
| 5Y | -2.0% | +26.9% | -28.9% | -18.3% |
| All | +238.9% | -9.8% | +248.7% | +181.6% |
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