+73.8%
CNP vs TCOM
+43.1%
+30.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.6% |
| 7D | -0.1% | +2.2% | -2.3% | -0.1% |
| 30D | +5.0% | +12.5% | -7.5% | +4.9% |
| 3M | +2.7% | -5.6% | +8.3% | +2.7% |
| 6M | -1.9% | -16.5% | +14.6% | -1.6% |
| YTD | +8.8% | -39.4% | +48.1% | +9.6% |
| 1Y | +5.6% | -41.0% | +46.6% | +6.6% |
| 3Y | +63.2% | +29.2% | +34.0% | +61.3% |
| 5Y | +73.8% | +41.6% | +32.1% | +68.8% |
| All | +73.8% | +43.1% | +30.7% | +68.8% |
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