+1,737.2%
CNI vs TCOM
+2,569.4%
-832.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.2% |
| 7D | +0.9% | -10.2% | +11.0% | +2.5% |
| 30D | -2.1% | -16.8% | +14.7% | +0.7% |
| 3M | +1.8% | -16.7% | +18.5% | +4.3% |
| 6M | +14.8% | -27.1% | +41.9% | +20.0% |
| YTD | +25.4% | -45.5% | +70.9% | +36.5% |
| 1Y | +32.9% | -45.9% | +78.8% | +44.6% |
| 3Y | +20.2% | +9.8% | +10.4% | +13.0% |
| 5Y | +12.2% | +23.8% | -11.6% | -2.0% |
| 10Y | +136.0% | -10.8% | +146.8% | +106.4% |
| All | +1,737.2% | +2,569.4% | -832.2% | +828.6% |
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 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