+22.4%
CCI vs TCOM
-9.8%
+32.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.5% | +2.3% |
| 7D | -0.3% | -4.9% | +4.6% | 0.0% |
| 30D | +2.2% | -14.4% | +16.6% | +3.1% |
| 3M | -16.9% | -17.7% | +0.8% | -16.1% |
| 6M | -11.5% | -25.1% | +13.6% | -10.3% |
| YTD | -12.8% | -45.7% | +32.9% | -10.3% |
| 1Y | -17.1% | -47.9% | +30.8% | -14.5% |
| 3Y | -9.6% | +8.9% | -18.6% | -11.9% |
| 5Y | -48.9% | +26.9% | -75.8% | -51.5% |
| All | +22.4% | -9.8% | +32.2% | +9.9% |
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