+287.5%
CAH vs TCOM
-9.8%
+297.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | -5.1% | -4.9% | -0.2% | -4.8% |
| 30D | +0.2% | -14.4% | +14.6% | +1.3% |
| 3M | +6.3% | -17.7% | +24.0% | +7.6% |
| 6M | +9.4% | -25.1% | +34.5% | +11.4% |
| YTD | +15.0% | -45.7% | +60.7% | +19.6% |
| 1Y | +55.4% | -47.9% | +103.3% | +62.1% |
| 3Y | +173.8% | +8.9% | +164.9% | +164.3% |
| 5Y | +395.2% | +26.9% | +368.3% | +359.2% |
| All | +287.5% | -9.8% | +297.3% | +258.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling