+162.3%
CVE vs TCOM
-11.3%
+173.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.1% |
| 7D | +2.5% | -9.5% | +12.0% | +5.1% |
| 30D | +16.7% | -10.7% | +27.5% | +20.1% |
| 3M | +9.3% | -14.6% | +23.9% | +13.2% |
| 6M | +43.6% | -19.3% | +62.9% | +50.2% |
| YTD | +93.6% | -42.9% | +136.5% | +119.9% |
| 1Y | +98.8% | -43.8% | +142.5% | +126.4% |
| 3Y | +73.6% | +2.1% | +71.5% | +56.4% |
| 5Y | +312.5% | +31.2% | +281.3% | +211.4% |
| All | +162.3% | -11.3% | +173.6% | +98.9% |
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