+60.7%
COP vs TCOM
-39.6%
+100.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.2% | -8.3% | -4.8% |
| 7D | -8.1% | +10.7% | -18.8% | -7.3% |
| 30D | +6.7% | +10.1% | -3.4% | +7.6% |
| 3M | +16.9% | -8.9% | +25.7% | +16.4% |
| 6M | +11.2% | -19.2% | +30.3% | +9.2% |
| YTD | +49.5% | -40.6% | +90.1% | +40.2% |
| 1Y | +60.7% | -39.0% | +99.7% | +49.6% |
| All | +60.7% | -39.6% | +100.3% | +49.6% |
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