+336.7%
COP vs TCOM
+5.9%
+330.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.4% |
| 7D | +4.4% | -1.8% | +6.2% | +4.7% |
| 30D | 0.0% | +12.1% | -12.1% | -2.2% |
| 3M | +15.0% | -3.2% | +18.2% | +15.4% |
| 6M | +22.0% | -16.6% | +38.6% | +25.4% |
| YTD | +55.3% | -39.4% | +94.7% | +68.2% |
| 1Y | +64.1% | -41.5% | +105.6% | +79.0% |
| 3Y | +34.1% | +24.4% | +9.7% | +19.1% |
| 5Y | +133.4% | +41.6% | +91.8% | +88.2% |
| All | +336.7% | +5.9% | +330.9% | +243.6% |
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 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