+126.8%
COP vs TCOM
+43.1%
+83.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.7% | +1.7% |
| 7D | +0.7% | +2.2% | -1.5% | +0.5% |
| 30D | +0.2% | +12.5% | -12.3% | -0.6% |
| 3M | +10.2% | -5.6% | +15.8% | +10.6% |
| 6M | +20.1% | -16.5% | +36.6% | +21.4% |
| YTD | +50.5% | -39.4% | +89.9% | +55.5% |
| 1Y | +56.8% | -41.0% | +97.8% | +62.3% |
| 3Y | +30.3% | +29.2% | +1.0% | +24.3% |
| 5Y | +126.8% | +41.6% | +85.2% | +120.4% |
| All | +126.8% | +43.1% | +83.7% | +120.4% |
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 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