+15.5%
CNI vs TCOM
+29.4%
-13.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.8% |
| 7D | -0.4% | -4.9% | +4.5% | 0.0% |
| 30D | -2.7% | -14.4% | +11.7% | -1.5% |
| 3M | +3.9% | -17.7% | +21.6% | +5.4% |
| 6M | +16.4% | -25.1% | +41.5% | +19.0% |
| YTD | +25.8% | -45.7% | +71.5% | +32.2% |
| 1Y | +32.4% | -47.9% | +80.2% | +39.5% |
| 3Y | +19.1% | +8.9% | +10.1% | +13.7% |
| All | +15.5% | +29.4% | -13.9% | +4.6% |
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