+1,152.3%
COP vs TCOM
+2,870.5%
-1,718.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.7% | +1.9% |
| 7D | +0.7% | +2.2% | -1.5% | +0.3% |
| 30D | +0.2% | +12.5% | -12.3% | -1.9% |
| 3M | +10.2% | -5.6% | +15.8% | +11.0% |
| 6M | +20.1% | -16.5% | +36.6% | +23.2% |
| YTD | +50.5% | -39.4% | +89.9% | +61.9% |
| 1Y | +56.8% | -41.0% | +97.8% | +69.5% |
| 3Y | +30.3% | +29.2% | +1.0% | +17.9% |
| 5Y | +126.8% | +41.6% | +85.2% | +89.6% |
| 10Y | +325.0% | +6.6% | +318.3% | +258.6% |
| All | +1,152.3% | +2,870.5% | -1,718.1% | +497.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling