+3,141.5%
CNQ vs TCOM
+2,557.8%
+583.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | +0.1% | -4.9% | +5.0% | +1.3% |
| 30D | +6.2% | -14.4% | +20.6% | +10.1% |
| 3M | +12.4% | -17.7% | +30.0% | +17.0% |
| 6M | +9.0% | -25.1% | +34.1% | +15.7% |
| YTD | +52.2% | -45.7% | +97.9% | +73.0% |
| 1Y | +65.0% | -47.9% | +112.9% | +89.1% |
| 3Y | +78.8% | +8.9% | +69.9% | +62.4% |
| 5Y | +286.0% | +26.9% | +259.1% | +209.0% |
| 10Y | +420.7% | -11.2% | +431.9% | +333.6% |
| All | +3,141.5% | +2,557.8% | +583.7% | +1,149.0% |
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 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