+216.7%
CTVA vs TCOM
+5.7%
+211.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | -4.5% | -4.9% | +0.4% | -3.7% |
| 30D | +11.3% | -14.4% | +25.7% | +14.1% |
| 3M | +12.3% | -17.7% | +30.0% | +15.4% |
| 6M | +7.2% | -25.1% | +32.3% | +11.7% |
| YTD | +26.0% | -45.7% | +71.7% | +38.0% |
| 1Y | +16.0% | -47.9% | +63.9% | +27.9% |
| 3Y | +73.9% | +8.9% | +65.0% | +62.4% |
| 5Y | +103.8% | +26.9% | +76.9% | +76.2% |
| All | +216.7% | +5.7% | +211.0% | +148.4% |
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 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