+37.0%
CNI vs TCOM
-39.6%
+76.6%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.2% | -1.1% | +2.2% |
| 7D | +3.7% | +10.7% | -6.9% | +4.0% |
| 30D | +8.1% | +10.1% | -2.0% | +8.4% |
| 3M | +1.9% | -8.9% | +10.7% | +1.4% |
| 6M | +19.2% | -19.2% | +38.4% | +19.1% |
| YTD | +32.7% | -40.6% | +73.4% | +33.3% |
| 1Y | +37.0% | -39.0% | +76.0% | +37.1% |
| All | +37.0% | -39.6% | +76.6% | +37.1% |
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