+152.5%
CNH vs TCOM
-10.5%
+163.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -2.6% |
| 7D | -2.5% | -6.5% | +4.1% | -1.0% |
| 30D | +27.0% | -16.2% | +43.2% | +32.0% |
| 3M | +32.6% | -19.3% | +51.9% | +38.2% |
| 6M | +23.6% | -27.2% | +50.8% | +31.8% |
| YTD | +47.8% | -46.2% | +94.0% | +67.8% |
| 1Y | +21.3% | -46.6% | +67.9% | +37.7% |
| 3Y | +7.0% | +8.4% | -1.4% | -2.0% |
| 5Y | +10.2% | +25.8% | -15.6% | -9.2% |
| All | +152.5% | -10.5% | +163.0% | +106.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling