+65.2%
CSGP vs TCOM
+3.1%
+62.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.3% | -6.0% | -4.9% |
| 7D | +1.3% | +12.1% | -10.8% | -0.7% |
| 30D | +10.7% | +16.5% | -5.8% | +8.0% |
| 3M | +3.3% | -4.0% | +7.3% | +4.0% |
| 6M | -10.3% | -18.5% | +8.2% | -7.5% |
| YTD | -54.6% | -38.3% | -16.3% | -51.3% |
| 1Y | -54.6% | -36.6% | -18.0% | -51.6% |
| 3Y | -60.3% | +31.1% | -91.5% | -63.6% |
| 5Y | -63.3% | +47.6% | -110.9% | -68.7% |
| All | +65.2% | +3.1% | +62.1% | +39.0% |
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