+1,877.1%
TCOM vs COO
+512.4%
+1,364.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.3% |
| 7D | -9.5% | -2.2% | -7.3% | -8.8% |
| 30D | -10.7% | -7.0% | -3.7% | -8.3% |
| 3M | -14.6% | +12.2% | -26.8% | -19.0% |
| 6M | -19.3% | -15.1% | -4.2% | -15.0% |
| YTD | -42.9% | -15.1% | -27.8% | -39.9% |
| 1Y | -43.8% | +2.3% | -46.1% | -45.3% |
| 3Y | +2.1% | -23.7% | +25.8% | +6.9% |
| 5Y | +31.2% | -38.9% | +70.1% | +48.9% |
| 10Y | -13.9% | +49.9% | -63.9% | -34.1% |
| All | +1,877.1% | +512.4% | +1,364.7% | +617.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling