+2,038.0%
TCOM vs COO
+448.8%
+1,589.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +2.0% |
| 7D | +12.1% | +4.7% | +7.4% | +10.1% |
| 30D | +16.5% | +13.9% | +2.6% | +10.7% |
| 3M | -4.0% | -14.9% | +10.9% | +1.3% |
| 6M | -18.5% | +2.0% | -20.5% | -20.6% |
| YTD | -38.3% | -23.9% | -14.4% | -32.7% |
| 1Y | -36.6% | -9.6% | -27.0% | -35.6% |
| 3Y | +31.1% | -25.4% | +56.6% | +37.3% |
| 5Y | +47.6% | -41.2% | +88.8% | +68.4% |
| 10Y | +5.1% | +42.1% | -37.0% | -18.6% |
| All | +2,038.0% | +448.8% | +1,589.3% | +702.6% |
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 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