+6.6%
TCOM vs COO
+40.2%
-33.6%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.7% |
| 7D | +2.2% | -2.3% | +4.5% | +3.0% |
| 30D | +12.5% | +13.3% | -0.8% | +7.4% |
| 3M | -5.6% | -18.1% | +12.5% | +0.8% |
| 6M | -16.5% | +6.7% | -23.2% | -19.9% |
| YTD | -39.4% | -23.2% | -16.1% | -34.2% |
| 1Y | -41.0% | -12.3% | -28.7% | -39.3% |
| 3Y | +29.2% | -23.6% | +52.8% | +32.9% |
| 5Y | +41.6% | -38.7% | +80.3% | +59.3% |
| 10Y | +6.6% | +42.2% | -35.6% | -13.6% |
| All | +6.6% | +40.2% | -33.6% | -13.6% |
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