-69.3%
CPNG vs TCOM
-2.0%
-67.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.2% | +2.8% |
| 7D | -1.1% | -4.9% | +3.8% | +0.6% |
| 30D | -7.4% | -14.4% | +7.0% | -2.2% |
| 3M | -12.3% | -17.7% | +5.3% | -6.6% |
| 6M | -19.4% | -25.1% | +5.7% | -11.7% |
| YTD | -35.9% | -45.7% | +9.8% | -22.1% |
| 1Y | -53.4% | -47.9% | -5.6% | -42.7% |
| 3Y | -20.0% | +8.9% | -28.9% | -31.8% |
| 5Y | -49.6% | +26.9% | -76.4% | -65.1% |
| All | -69.3% | -2.0% | -67.3% | -76.5% |
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 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