+73.9%
CTVA vs TCOM
+8.0%
+65.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | -4.5% | -4.9% | +0.4% | -4.1% |
| 30D | +11.3% | -14.4% | +25.7% | +12.9% |
| 3M | +12.3% | -17.7% | +30.0% | +14.1% |
| 6M | +7.2% | -25.1% | +32.3% | +9.9% |
| YTD | +26.0% | -45.7% | +71.7% | +33.7% |
| 1Y | +16.0% | -47.9% | +63.9% | +23.7% |
| 3Y | +73.9% | +8.9% | +65.0% | +69.0% |
| All | +73.9% | +8.0% | +65.9% | +69.0% |
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