+105.2%
CNH vs TCOM
+5.9%
+99.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.7% |
| 7D | +3.0% | -1.8% | +4.8% | +3.4% |
| 30D | -0.6% | +12.1% | -12.7% | -3.2% |
| 3M | +14.6% | -3.2% | +17.8% | +15.1% |
| 6M | +11.8% | -16.6% | +28.4% | +15.4% |
| YTD | +30.4% | -39.4% | +69.8% | +43.9% |
| 1Y | +19.1% | -41.5% | +60.6% | +32.4% |
| 3Y | +30.2% | +24.4% | +5.8% | +15.6% |
| 5Y | -17.8% | +41.6% | -59.4% | -34.0% |
| All | +105.2% | +5.9% | +99.4% | +69.4% |
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