+233.3%
CP vs TCOM
-12.7%
+246.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.1% | -0.7% |
| 7D | +0.6% | -10.2% | +10.8% | +2.0% |
| 30D | -0.5% | -16.8% | +16.3% | +1.9% |
| 3M | +0.1% | -16.7% | +16.8% | +2.2% |
| 6M | +7.8% | -27.1% | +34.9% | +12.0% |
| YTD | +22.9% | -45.5% | +68.4% | +32.3% |
| 1Y | +21.3% | -45.9% | +67.2% | +30.6% |
| 3Y | +20.4% | +9.8% | +10.6% | +13.0% |
| 5Y | +34.9% | +23.8% | +11.1% | +18.6% |
| 10Y | +233.3% | -10.8% | +244.1% | +177.4% |
| All | +233.3% | -12.7% | +246.0% | +177.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling