+2,235.6%
CP vs TCOM
+2,899.8%
-664.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.8% | +2.1% |
| 7D | +2.8% | +7.4% | -4.7% | +1.5% |
| 30D | +11.3% | +13.2% | -1.9% | +9.0% |
| 3M | +2.9% | -4.6% | +7.4% | +3.5% |
| 6M | +9.8% | -16.4% | +26.2% | +12.5% |
| YTD | +28.5% | -38.8% | +67.3% | +37.9% |
| 1Y | +33.5% | -37.3% | +70.8% | +42.6% |
| 3Y | +31.9% | +31.4% | +0.5% | +19.8% |
| 5Y | +25.5% | +45.5% | -20.0% | +5.5% |
| 10Y | +257.6% | +4.6% | +252.9% | +200.5% |
| All | +2,235.6% | +2,899.8% | -664.2% | +1,020.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling