+68.0%
CNH vs TCOM
+48.3%
+19.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.2% |
| 7D | +23.3% | -9.5% | +32.8% | +25.7% |
| 30D | +33.5% | -10.7% | +44.2% | +36.3% |
| 3M | +32.7% | -14.6% | +47.3% | +36.0% |
| 6M | +22.2% | -19.3% | +41.5% | +26.6% |
| YTD | +57.7% | -42.9% | +100.6% | +74.1% |
| 1Y | +28.0% | -43.8% | +71.8% | +41.6% |
| 3Y | +11.5% | +2.1% | +9.4% | +5.4% |
| 5Y | +11.9% | +31.2% | -19.4% | -5.4% |
| 10Y | +162.8% | -13.9% | +176.7% | +124.3% |
| All | +68.0% | +48.3% | +19.7% | +35.5% |
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