+2,229.2%
CP vs TCOM
+2,870.5%
-641.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.0% | +0.2% |
| 7D | -0.7% | +2.2% | -2.8% | -1.1% |
| 30D | +9.6% | +12.5% | -2.9% | +7.5% |
| 3M | +2.2% | -5.6% | +7.8% | +3.1% |
| 6M | +11.1% | -16.5% | +27.6% | +13.8% |
| YTD | +28.2% | -39.4% | +67.5% | +37.7% |
| 1Y | +32.2% | -41.0% | +73.1% | +42.6% |
| 3Y | +35.5% | +29.2% | +6.3% | +23.4% |
| 5Y | +26.8% | +41.6% | -14.9% | +7.1% |
| 10Y | +256.9% | +6.6% | +250.3% | +198.9% |
| All | +2,229.2% | +2,870.5% | -641.3% | +1,019.5% |
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