-0.9%
CCL vs TCOM
+25.9%
-26.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.1% | -1.1% |
| 7D | -4.4% | -10.2% | +5.8% | -1.1% |
| 30D | -18.2% | -16.8% | -1.4% | -13.3% |
| 3M | -17.7% | -16.7% | -1.0% | -13.5% |
| 6M | -13.0% | -27.1% | +14.1% | -4.3% |
| YTD | -24.5% | -45.5% | +21.0% | -9.5% |
| 1Y | -26.9% | -45.9% | +18.9% | -12.3% |
| 3Y | +50.8% | +9.8% | +41.0% | +32.4% |
| 5Y | -0.9% | +23.8% | -24.7% | -21.5% |
| All | -0.9% | +25.9% | -26.8% | -21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling