+177.9%
KO vs TCOM
-10.5%
+188.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.4% |
| 7D | -1.1% | -6.5% | +5.4% | -0.7% |
| 30D | +1.6% | -16.2% | +17.8% | +2.6% |
| 3M | +5.8% | -19.3% | +25.1% | +7.0% |
| 6M | +14.3% | -27.2% | +41.5% | +16.2% |
| YTD | +27.3% | -46.2% | +73.5% | +31.5% |
| 1Y | +33.2% | -46.6% | +79.8% | +37.5% |
| 3Y | +64.5% | +8.4% | +56.1% | +60.1% |
| 5Y | +83.1% | +25.8% | +57.3% | +73.0% |
| All | +177.9% | -10.5% | +188.4% | +153.0% |
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