-34.0%
CCL vs TCOM
+5.9%
-39.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -0.8% |
| 7D | -1.2% | -1.8% | +0.6% | -0.4% |
| 30D | +13.1% | +12.1% | +1.0% | +7.3% |
| 3M | +3.4% | -3.2% | +6.6% | +4.3% |
| 6M | +18.7% | -16.6% | +35.4% | +26.6% |
| YTD | -2.3% | -39.4% | +37.1% | +19.4% |
| 1Y | +14.2% | -41.5% | +55.7% | +41.8% |
| 3Y | +133.6% | +24.4% | +109.2% | +81.1% |
| 5Y | +33.5% | +41.6% | -8.1% | -14.8% |
| All | -34.0% | +5.9% | -39.9% | -56.7% |
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 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