+618.3%
KO vs TCOM
+2,536.0%
-1,917.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.4% |
| 7D | -1.1% | -6.5% | +5.4% | -0.6% |
| 30D | +1.6% | -16.2% | +17.8% | +2.9% |
| 3M | +5.8% | -19.3% | +25.1% | +7.3% |
| 6M | +14.3% | -27.2% | +41.5% | +16.8% |
| YTD | +27.3% | -46.2% | +73.5% | +32.8% |
| 1Y | +33.2% | -46.6% | +79.8% | +38.9% |
| 3Y | +64.5% | +8.4% | +56.1% | +59.9% |
| 5Y | +83.1% | +25.8% | +57.3% | +71.1% |
| 10Y | +183.9% | -11.9% | +195.8% | +165.1% |
| All | +618.3% | +2,536.0% | -1,917.7% | +384.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling