+20.1%
COP vs TCOM
+14.9%
+5.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | +3.0% | -9.5% | +12.5% | +3.3% |
| 30D | +17.5% | -10.7% | +28.2% | +17.9% |
| 3M | +13.4% | -14.6% | +28.0% | +13.9% |
| 6M | +17.7% | -19.3% | +37.1% | +18.4% |
| YTD | +46.6% | -42.9% | +89.5% | +49.6% |
| 1Y | +44.6% | -43.8% | +88.4% | +47.7% |
| All | +20.1% | +14.9% | +5.2% | +25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling