+31.5%
CP vs TCOM
+26.3%
+5.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.4% |
| 7D | +2.4% | -7.6% | +10.0% | +3.1% |
| 30D | -0.5% | -12.2% | +11.7% | +0.5% |
| 3M | +1.4% | -14.2% | +15.6% | +2.5% |
| 6M | +10.3% | -25.0% | +35.3% | +12.8% |
| YTD | +24.3% | -43.7% | +68.0% | +29.9% |
| 1Y | +20.4% | -44.5% | +65.0% | +26.0% |
| 3Y | +21.8% | +13.4% | +8.4% | +16.4% |
| 5Y | +31.5% | +26.5% | +5.1% | +23.1% |
| All | +31.5% | +26.3% | +5.2% | +23.1% |
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 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