+1,646.7%
CNC vs TCOM
+2,569.4%
-922.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.4% |
| 7D | -4.9% | -10.2% | +5.3% | -3.6% |
| 30D | -3.8% | -16.8% | +13.1% | -1.5% |
| 3M | -3.2% | -16.7% | +13.4% | -1.3% |
| 6M | +47.9% | -27.1% | +75.0% | +53.4% |
| YTD | +55.7% | -45.5% | +101.2% | +67.1% |
| 1Y | +106.2% | -45.9% | +152.1% | +121.3% |
| 3Y | -2.1% | +9.8% | -11.8% | -6.9% |
| 5Y | +3.4% | +23.8% | -20.4% | -8.1% |
| 10Y | +91.7% | -10.8% | +102.4% | +70.7% |
| All | +1,646.7% | +2,569.4% | -922.7% | +799.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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