+11.8%
CRM vs TCOM
+8.0%
+3.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.8% |
| 7D | -4.4% | -4.9% | +0.5% | -3.8% |
| 30D | +28.1% | -14.4% | +42.5% | +30.8% |
| 3M | +48.8% | -17.7% | +66.5% | +52.4% |
| 6M | +28.3% | -25.1% | +53.4% | +32.9% |
| YTD | -6.0% | -45.7% | +39.7% | +1.2% |
| 1Y | +1.4% | -47.9% | +49.3% | +9.7% |
| 3Y | +11.8% | +8.9% | +2.9% | +10.9% |
| All | +11.8% | +8.0% | +3.8% | +10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling