+15.0%
TCOM vs COO
-22.0%
+37.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.8% |
| 7D | -9.5% | -2.2% | -7.3% | -9.4% |
| 30D | -10.7% | -7.0% | -3.7% | -10.2% |
| 3M | -14.6% | +12.2% | -26.8% | -15.6% |
| 6M | -19.3% | -15.1% | -4.2% | -18.1% |
| YTD | -42.9% | -15.1% | -27.8% | -42.1% |
| 1Y | -43.8% | +2.3% | -46.1% | -43.9% |
| All | +15.0% | -22.0% | +37.0% | +18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling