+159.5%
CVE vs TCOM
+40.6%
+118.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.6% |
| 7D | +5.9% | -1.8% | +7.7% | +6.1% |
| 30D | -10.9% | +12.1% | -22.9% | -12.1% |
| 3M | -4.5% | -3.2% | -1.3% | -4.3% |
| 6M | -1.0% | -16.6% | +15.7% | +0.9% |
| YTD | +74.7% | -39.4% | +114.1% | +84.4% |
| 1Y | +65.8% | -41.5% | +107.3% | +75.9% |
| 3Y | +73.2% | +24.4% | +48.8% | +61.0% |
| All | +159.5% | +40.6% | +118.9% | +142.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling