-64.8%
CSGP vs TCOM
+30.8%
-95.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.3% |
| 7D | -4.1% | -9.5% | +5.5% | -2.7% |
| 30D | +2.3% | -10.7% | +13.0% | +4.0% |
| 3M | -8.2% | -14.6% | +6.5% | -6.3% |
| 6M | -35.1% | -19.3% | -15.7% | -33.2% |
| YTD | -54.0% | -42.9% | -11.1% | -50.8% |
| 1Y | -65.3% | -43.8% | -21.5% | -62.8% |
| 3Y | -62.6% | +2.1% | -64.7% | -63.9% |
| All | -64.8% | +30.8% | -95.6% | -68.9% |
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