+130.1%
CVE vs TCOM
+3.5%
+126.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.3% | +0.7% |
| 7D | -10.1% | +7.4% | -17.5% | -11.8% |
| 30D | -12.1% | +13.2% | -25.3% | -15.0% |
| 3M | -1.9% | -4.6% | +2.7% | -1.2% |
| 6M | -1.8% | -16.4% | +14.6% | +1.8% |
| YTD | +65.8% | -38.8% | +104.5% | +84.1% |
| 1Y | +60.8% | -37.3% | +98.2% | +77.4% |
| 3Y | +70.1% | +31.4% | +38.7% | +42.3% |
| 5Y | +134.8% | +45.5% | +89.2% | +72.3% |
| 10Y | +130.1% | +4.6% | +125.5% | +67.9% |
| All | +130.1% | +3.5% | +126.6% | +67.9% |
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 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