+149.2%
CPAY vs TCOM
-9.8%
+159.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | -2.0% | -4.9% | +2.9% | -0.8% |
| 30D | -0.4% | -14.4% | +14.0% | +3.2% |
| 3M | +16.4% | -17.7% | +34.0% | +21.3% |
| 6M | +23.5% | -25.1% | +48.6% | +31.4% |
| YTD | +35.7% | -45.7% | +81.4% | +54.5% |
| 1Y | +30.2% | -47.9% | +78.0% | +49.5% |
| 3Y | +49.7% | +8.9% | +40.8% | +38.8% |
| 5Y | +56.6% | +26.9% | +29.7% | +30.3% |
| All | +149.2% | -9.8% | +159.0% | +104.2% |
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