+719.7%
CSGP vs TCOM
+2,884.1%
-2,164.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.3% | -2.1% |
| 7D | +13.9% | +13.6% | +0.3% | +11.2% |
| 30D | +16.0% | +14.5% | +1.5% | +13.2% |
| 3M | +6.1% | -4.7% | +10.8% | +7.1% |
| 6M | -8.2% | -16.4% | +8.2% | -5.2% |
| YTD | -52.3% | -39.1% | -13.3% | -48.1% |
| 1Y | -54.5% | -37.8% | -16.7% | -50.7% |
| 3Y | -58.6% | +31.1% | -89.7% | -62.4% |
| 5Y | -61.5% | +45.7% | -107.2% | -67.7% |
| 10Y | +74.7% | +3.7% | +70.9% | +46.6% |
| All | +719.7% | +2,884.1% | -2,164.4% | +248.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling