-10.8%
TCOM vs COO
+36.7%
-47.5%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.2% | +3.0% | -0.9% |
| 7D | -10.2% | -9.0% | -1.2% | -7.1% |
| 30D | -16.8% | -16.8% | 0.0% | -11.0% |
| 3M | -16.7% | -7.5% | -9.2% | -14.7% |
| 6M | -27.1% | -16.3% | -10.8% | -22.7% |
| YTD | -45.5% | -22.5% | -23.0% | -40.6% |
| 1Y | -45.9% | -7.0% | -38.9% | -45.4% |
| 3Y | +9.8% | -27.5% | +37.2% | +16.5% |
| 5Y | +23.8% | -43.3% | +67.1% | +45.4% |
| 10Y | -10.8% | +37.6% | -48.4% | -28.4% |
| All | -10.8% | +36.7% | -47.5% | -28.4% |
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