+911.8%
CNP vs TCOM
+2,694.8%
-1,783.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | +1.1% | -9.5% | +10.6% | +2.1% |
| 30D | -1.8% | -10.7% | +8.9% | -0.8% |
| 3M | -4.6% | -14.6% | +10.0% | -3.4% |
| 6M | -8.8% | -19.3% | +10.5% | -7.2% |
| YTD | +5.2% | -42.9% | +48.2% | +10.5% |
| 1Y | +8.3% | -43.8% | +52.1% | +13.8% |
| 3Y | +54.9% | +2.1% | +52.8% | +50.0% |
| 5Y | +73.5% | +31.2% | +42.3% | +57.3% |
| 10Y | +139.1% | -13.9% | +153.1% | +118.7% |
| All | +911.8% | +2,694.8% | -1,783.0% | +493.6% |
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