+7.8%
TCOM vs COO
+41.1%
-33.3%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.1% | +0.6% |
| 7D | -1.8% | +0.5% | -2.2% | -2.0% |
| 30D | +12.1% | +14.2% | -2.1% | +6.7% |
| 3M | -3.2% | -18.2% | +15.0% | +3.4% |
| 6M | -16.6% | +5.3% | -22.0% | -19.7% |
| YTD | -39.4% | -23.6% | -15.8% | -34.1% |
| 1Y | -41.5% | -12.7% | -28.8% | -39.8% |
| 3Y | +24.4% | -24.2% | +48.6% | +28.4% |
| 5Y | +41.6% | -40.0% | +81.6% | +60.8% |
| All | +7.8% | +41.1% | -33.3% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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