+45.7%
CNH vs TCOM
+57.6%
-11.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +2.9% | +2.1% |
| 7D | +6.7% | +2.2% | +4.5% | +6.2% |
| 30D | +7.2% | +12.5% | -5.3% | +4.7% |
| 3M | +17.5% | -5.6% | +23.1% | +18.5% |
| 6M | +15.0% | -16.5% | +31.4% | +18.2% |
| YTD | +36.8% | -39.4% | +76.1% | +49.0% |
| 1Y | +27.6% | -41.0% | +68.6% | +39.8% |
| 3Y | +34.3% | +29.2% | +5.1% | +20.9% |
| 5Y | -12.2% | +41.6% | -53.9% | -26.9% |
| 10Y | +113.9% | +6.6% | +107.2% | +76.8% |
| All | +45.7% | +57.6% | -11.9% | +15.9% |
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 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