-41.5%
TCOM vs COO
-12.3%
-29.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.1% | +0.8% |
| 7D | -1.8% | +0.5% | -2.2% | -1.8% |
| 30D | +12.1% | +14.2% | -2.1% | +10.2% |
| 3M | -3.2% | -18.2% | +15.0% | -2.1% |
| 6M | -16.6% | +5.3% | -22.0% | -18.3% |
| YTD | -39.4% | -23.6% | -15.8% | -36.5% |
| 1Y | -41.5% | -12.7% | -28.8% | -40.9% |
| All | -41.5% | -12.3% | -29.2% | -40.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling