+107.7%
COST vs TCOM
+29.4%
+78.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | +0.2% |
| 7D | -1.2% | -4.9% | +3.7% | -1.0% |
| 30D | -4.7% | -14.4% | +9.7% | -4.1% |
| 3M | -7.1% | -17.7% | +10.5% | -6.5% |
| 6M | -8.5% | -25.1% | +16.6% | -7.6% |
| YTD | +5.4% | -45.7% | +51.1% | +7.7% |
| 1Y | -5.6% | -47.9% | +42.2% | -3.5% |
| 3Y | +68.5% | +8.9% | +59.5% | +65.4% |
| All | +107.7% | +29.4% | +78.3% | +93.4% |
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