+191.7%
COP vs TCOM
+26.3%
+165.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.7% |
| 7D | -0.8% | -7.6% | +6.8% | -0.3% |
| 30D | +15.6% | -12.2% | +27.8% | +16.7% |
| 3M | +14.3% | -14.2% | +28.6% | +15.5% |
| 6M | +17.0% | -25.0% | +42.0% | +19.2% |
| YTD | +47.4% | -43.7% | +91.1% | +53.3% |
| 1Y | +52.4% | -44.5% | +96.9% | +58.6% |
| 3Y | +20.8% | +13.4% | +7.4% | +16.4% |
| 5Y | +191.7% | +26.5% | +165.2% | +182.7% |
| All | +191.7% | +26.3% | +165.4% | +182.7% |
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