-53.5%
CSGP vs TCOM
-39.5%
-14.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.4% |
| 7D | -1.8% | +7.4% | -9.3% | -3.7% |
| 30D | +5.3% | +13.2% | -7.9% | +2.1% |
| 3M | +3.3% | -4.6% | +7.9% | +3.2% |
| 6M | -4.7% | -16.4% | +11.7% | -4.0% |
| YTD | -53.5% | -38.8% | -14.8% | -55.0% |
| All | -53.5% | -39.5% | -14.0% | -54.6% |
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