+55.6%
CSGP vs TCOM
+5.0%
+50.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.4% | -0.4% |
| 7D | -6.1% | -1.4% | -4.7% | -5.9% |
| 30D | +0.3% | +11.5% | -11.2% | -1.4% |
| 3M | -1.3% | -5.2% | +3.9% | -0.4% |
| 6M | -8.9% | -16.9% | +8.0% | -6.3% |
| YTD | -55.2% | -39.9% | -15.3% | -51.8% |
| 1Y | -56.4% | -42.1% | -14.3% | -52.7% |
| 3Y | -62.2% | +28.0% | -90.3% | -65.2% |
| 5Y | -63.7% | +40.4% | -104.1% | -68.8% |
| All | +55.6% | +5.0% | +50.6% | +30.1% |
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 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