-63.1%
CSGP vs TCOM
+40.6%
-103.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.7% |
| 7D | +1.3% | -1.8% | +3.1% | +1.6% |
| 30D | +2.8% | +12.1% | -9.3% | +1.2% |
| 3M | -6.3% | -3.2% | -3.1% | -5.9% |
| 6M | -3.2% | -16.6% | +13.5% | -0.9% |
| YTD | -54.0% | -39.4% | -14.6% | -51.1% |
| 1Y | -54.8% | -41.5% | -13.3% | -51.8% |
| 3Y | -60.6% | +24.4% | -84.9% | -63.1% |
| All | -63.1% | +40.6% | -103.6% | -68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling