+55.6%
CVS vs TCOM
+8.5%
+47.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.6% |
| 7D | -1.9% | -10.2% | +8.3% | -1.5% |
| 30D | -0.3% | -16.8% | +16.5% | +0.4% |
| 3M | -1.1% | -16.7% | +15.6% | -0.5% |
| 6M | +23.7% | -27.1% | +50.8% | +25.2% |
| YTD | +23.0% | -45.5% | +68.5% | +26.0% |
| 1Y | +37.2% | -45.9% | +83.0% | +40.5% |
| All | +55.6% | +8.5% | +47.1% | +58.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling