+5,760.6%
CRM vs TCOM
+1,863.5%
+3,897.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.7% |
| 7D | -4.4% | -4.9% | +0.5% | -3.2% |
| 30D | +28.1% | -14.4% | +42.5% | +33.0% |
| 3M | +48.8% | -17.7% | +66.5% | +55.5% |
| 6M | +28.3% | -25.1% | +53.4% | +36.9% |
| YTD | -6.0% | -45.7% | +39.7% | +7.9% |
| 1Y | +1.4% | -47.9% | +49.3% | +17.5% |
| 3Y | +11.8% | +8.9% | +2.9% | +2.7% |
| 5Y | -2.0% | +26.9% | -28.9% | -19.9% |
| 10Y | +239.6% | -11.2% | +250.8% | +182.5% |
| All | +5,760.6% | +1,863.5% | +3,897.1% | +2,068.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling