+340.2%
COP vs TCOM
-12.7%
+352.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +1.7% |
| 7D | -0.5% | -10.2% | +9.7% | +1.5% |
| 30D | +11.7% | -16.8% | +28.5% | +15.5% |
| 3M | +17.7% | -16.7% | +34.4% | +21.3% |
| 6M | +18.3% | -27.1% | +45.4% | +24.7% |
| YTD | +49.1% | -45.5% | +94.6% | +65.0% |
| 1Y | +53.3% | -45.9% | +99.2% | +69.8% |
| 3Y | +22.2% | +9.8% | +12.4% | +11.1% |
| 5Y | +193.3% | +23.8% | +169.5% | +142.8% |
| 10Y | +340.2% | -10.8% | +351.0% | +231.0% |
| All | +340.2% | -12.7% | +352.9% | +231.0% |
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