-53.3%
CSGP vs TCOM
-39.6%
-13.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.2% | +0.9% | +3.2% |
| 7D | +18.3% | +10.7% | +7.6% | +15.3% |
| 30D | +17.8% | +10.1% | +7.7% | +15.2% |
| 3M | +9.3% | -8.9% | +18.1% | +10.4% |
| 6M | -7.9% | -19.2% | +11.2% | -6.5% |
| YTD | -51.5% | -40.6% | -10.9% | -52.4% |
| 1Y | -53.3% | -39.0% | -14.3% | -54.5% |
| All | -53.3% | -39.6% | -13.7% | -54.5% |
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