-24.8%
CCL vs TCOM
-42.5%
+17.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | -5.0% | -9.5% | +4.5% | -2.1% |
| 30D | -20.3% | -10.7% | -9.6% | -17.6% |
| 3M | -15.1% | -14.6% | -0.5% | -11.1% |
| 6M | -15.1% | -19.3% | +4.2% | -8.7% |
| YTD | -21.8% | -42.9% | +21.2% | -8.2% |
| 1Y | -24.8% | -43.8% | +19.0% | -11.7% |
| All | -24.8% | -42.5% | +17.7% | -11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling