+8.7%
CNH vs TCOM
+26.3%
-17.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.3% | -4.3% | -5.4% |
| 7D | +8.8% | -7.6% | +16.4% | +10.1% |
| 30D | +24.7% | -12.2% | +36.9% | +27.1% |
| 3M | +27.3% | -14.2% | +41.6% | +29.8% |
| 6M | +23.2% | -25.0% | +48.2% | +28.5% |
| YTD | +48.9% | -43.7% | +92.6% | +62.1% |
| 1Y | +19.4% | -44.5% | +63.9% | +30.2% |
| 3Y | +7.8% | +13.4% | -5.7% | +1.2% |
| 5Y | +8.7% | +26.5% | -17.7% | -1.0% |
| All | +8.7% | +26.3% | -17.6% | -1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling