+62.9%
CSGP vs TCOM
+8.8%
+54.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -2.9% |
| 7D | -3.2% | +6.5% | -9.7% | -4.2% |
| 30D | +2.2% | +13.3% | -11.1% | +0.2% |
| 3M | -3.7% | -6.5% | +2.8% | -2.6% |
| 6M | -7.4% | -16.3% | +8.9% | -4.9% |
| YTD | -54.9% | -38.7% | -16.2% | -51.6% |
| 1Y | -54.9% | -40.1% | -14.8% | -51.4% |
| 3Y | -61.9% | +30.6% | -92.5% | -65.1% |
| 5Y | -63.1% | +45.8% | -108.9% | -68.5% |
| All | +62.9% | +8.8% | +54.1% | +36.8% |
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