+134.5%
CVE vs TCOM
+3.1%
+131.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.9% |
| 7D | -16.1% | +12.1% | -28.2% | -18.7% |
| 30D | -10.4% | +16.5% | -26.9% | -14.0% |
| 3M | -2.4% | -4.0% | +1.7% | -1.8% |
| 6M | -4.4% | -18.5% | +14.1% | -0.2% |
| YTD | +64.9% | -38.3% | +103.2% | +82.8% |
| 1Y | +66.0% | -36.6% | +102.6% | +82.5% |
| 3Y | +57.7% | +31.1% | +26.5% | +32.1% |
| 5Y | +144.7% | +47.6% | +97.1% | +78.9% |
| All | +134.5% | +3.1% | +131.4% | +71.5% |
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