+105.2%
CTVA vs TCOM
+21.5%
+83.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +0.9% | -0.2% |
| 7D | -4.7% | -6.5% | +1.9% | -4.1% |
| 30D | +11.1% | -16.2% | +27.3% | +12.8% |
| 3M | +13.7% | -19.3% | +33.0% | +15.6% |
| 6M | +11.2% | -27.2% | +38.4% | +14.1% |
| YTD | +26.9% | -46.2% | +73.1% | +33.5% |
| 1Y | +18.8% | -46.6% | +65.4% | +25.1% |
| 3Y | +75.9% | +8.4% | +67.6% | +71.6% |
| 5Y | +105.2% | +25.8% | +79.4% | +97.9% |
| All | +105.2% | +21.5% | +83.7% | +97.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling