+224.3%
CTVA vs TCOM
+9.7%
+214.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -2.0% |
| 7D | -2.1% | -7.6% | +5.5% | -0.8% |
| 30D | +12.0% | -12.2% | +24.3% | +14.4% |
| 3M | +13.5% | -14.2% | +27.7% | +15.8% |
| 6M | +12.1% | -25.0% | +37.1% | +16.9% |
| YTD | +29.0% | -43.7% | +72.7% | +40.5% |
| 1Y | +18.9% | -44.5% | +63.4% | +29.7% |
| 3Y | +78.9% | +13.4% | +65.5% | +65.9% |
| 5Y | +105.2% | +26.5% | +78.8% | +78.9% |
| All | +224.3% | +9.7% | +214.5% | +152.8% |
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