+68.0%
COST vs TCOM
+7.1%
+60.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.2% | 0.0% |
| 7D | -2.5% | -6.5% | +4.0% | -2.2% |
| 30D | -4.4% | -16.2% | +11.8% | -3.8% |
| 3M | -8.1% | -19.3% | +11.2% | -7.5% |
| 6M | -9.2% | -27.2% | +18.0% | -8.4% |
| YTD | +5.1% | -46.2% | +51.3% | +6.9% |
| 1Y | -5.1% | -46.6% | +41.5% | -3.5% |
| All | +68.0% | +7.1% | +60.9% | +63.1% |
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