-69.9%
CPNG vs TCOM
+1.7%
-71.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -2.7% |
| 7D | -6.3% | -7.6% | +1.4% | -3.7% |
| 30D | -8.7% | -12.2% | +3.5% | -4.5% |
| 3M | -2.4% | -14.2% | +11.8% | +2.4% |
| 6M | -22.3% | -25.0% | +2.7% | -14.9% |
| YTD | -37.2% | -43.7% | +6.5% | -24.6% |
| 1Y | -53.0% | -44.5% | -8.4% | -43.4% |
| 3Y | -20.0% | +13.4% | -33.5% | -32.7% |
| 5Y | -52.8% | +26.5% | -79.2% | -67.3% |
| All | -69.9% | +1.7% | -71.7% | -77.2% |
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 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