+230.4%
CCEP vs TCOM
-10.5%
+241.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.3% | -0.7% |
| 7D | -5.7% | -6.5% | +0.8% | -4.9% |
| 30D | -3.4% | -16.2% | +12.8% | -1.2% |
| 3M | +5.5% | -19.3% | +24.8% | +8.3% |
| 6M | +2.2% | -27.2% | +29.4% | +6.3% |
| YTD | +14.6% | -46.2% | +60.8% | +23.6% |
| 1Y | +18.9% | -46.6% | +65.5% | +28.2% |
| 3Y | +82.6% | +8.4% | +74.2% | +71.5% |
| 5Y | +107.0% | +25.8% | +81.2% | +80.5% |
| All | +230.4% | -10.5% | +241.0% | +172.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling