+135.5%
CVE vs TCOM
+3.0%
+132.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -10.0% | +6.5% | -16.5% | -11.5% |
| 30D | -11.9% | +13.3% | -25.2% | -14.8% |
| 3M | -5.9% | -6.5% | +0.5% | -4.8% |
| 6M | -1.6% | -16.3% | +14.8% | +2.0% |
| YTD | +66.3% | -38.7% | +105.0% | +84.5% |
| 1Y | +57.5% | -40.1% | +97.6% | +75.9% |
| 3Y | +65.4% | +30.6% | +34.8% | +38.7% |
| 5Y | +144.2% | +45.8% | +98.4% | +79.1% |
| 10Y | +135.5% | +8.1% | +127.4% | +73.5% |
| All | +135.5% | +3.0% | +132.5% | +73.5% |
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