+78.8%
CNQ vs TCOM
+8.0%
+70.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.6% |
| 7D | +0.1% | -4.9% | +5.0% | +0.4% |
| 30D | +6.2% | -14.4% | +20.6% | +7.1% |
| 3M | +12.4% | -17.7% | +30.0% | +13.6% |
| 6M | +9.0% | -25.1% | +34.1% | +10.8% |
| YTD | +52.2% | -45.7% | +97.9% | +58.0% |
| 1Y | +65.0% | -47.9% | +112.9% | +71.9% |
| 3Y | +78.8% | +8.9% | +69.9% | +78.0% |
| All | +78.8% | +8.0% | +70.8% | +78.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling