+180.9%
COR vs TCOM
+25.9%
+155.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | -0.4% |
| 7D | -3.9% | -10.2% | +6.3% | -3.9% |
| 30D | -0.3% | -16.8% | +16.5% | -0.4% |
| 3M | +15.9% | -16.7% | +32.6% | +15.8% |
| 6M | -10.3% | -27.1% | +16.8% | -10.4% |
| YTD | -3.7% | -45.5% | +41.8% | -3.9% |
| 1Y | +9.1% | -45.9% | +54.9% | +8.8% |
| 3Y | +86.6% | +9.8% | +76.8% | +85.4% |
| 5Y | +180.9% | +23.8% | +157.1% | +177.7% |
| All | +180.9% | +25.9% | +155.0% | +177.7% |
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