+122.5%
CRWV vs TCOM
-39.8%
+162.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -1.0% | -0.4% |
| 7D | -0.4% | -4.9% | +4.5% | +1.0% |
| 30D | -17.4% | -14.4% | -3.0% | -13.9% |
| 3M | -7.1% | -17.7% | +10.6% | -2.2% |
| 6M | +8.6% | -25.1% | +33.7% | +19.1% |
| YTD | +24.3% | -45.7% | +70.0% | +51.6% |
| 1Y | -21.0% | -47.9% | +26.8% | -2.2% |
| All | +122.5% | -39.8% | +162.3% | +154.3% |
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