+102.7%
CSCO vs TCOM
+28.1%
+74.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -4.7% | +6.5% | -11.2% | -5.1% |
| 30D | -17.1% | +13.3% | -30.4% | -17.8% |
| 3M | -19.6% | -6.5% | -13.2% | -19.2% |
| 6M | +2.4% | -16.3% | +18.7% | +3.7% |
| YTD | +29.8% | -38.7% | +68.5% | +34.6% |
| 1Y | +38.7% | -40.1% | +78.8% | +44.0% |
| All | +102.7% | +28.1% | +74.6% | +96.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling