+27.6%
CNH vs TCOM
-40.4%
+68.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +2.9% | +1.8% |
| 7D | +6.7% | +2.2% | +4.5% | +6.9% |
| 30D | +7.2% | +12.5% | -5.3% | +8.2% |
| 3M | +17.5% | -5.6% | +23.1% | +17.1% |
| 6M | +15.0% | -16.5% | +31.4% | +15.7% |
| YTD | +36.8% | -39.4% | +76.1% | +31.7% |
| 1Y | +27.6% | -41.0% | +68.6% | +25.1% |
| All | +27.6% | -40.4% | +68.0% | +25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling