+1,390.2%
CPAY vs TCOM
+97.0%
+1,293.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | +0.4% |
| 7D | -2.5% | -10.2% | +7.7% | -0.4% |
| 30D | +1.3% | -16.8% | +18.1% | +5.1% |
| 3M | +13.5% | -16.7% | +30.2% | +17.5% |
| 6M | +24.7% | -27.1% | +51.8% | +32.5% |
| YTD | +34.9% | -45.5% | +80.4% | +51.3% |
| 1Y | +29.7% | -45.9% | +75.6% | +45.5% |
| 3Y | +49.4% | +9.8% | +39.6% | +40.4% |
| 5Y | +53.5% | +23.8% | +29.7% | +32.4% |
| 10Y | +152.5% | -10.8% | +163.2% | +118.8% |
| All | +1,390.2% | +97.0% | +1,293.3% | +1,056.3% |
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