+175.5%
CAH vs TCOM
+7.1%
+168.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.6% |
| 7D | -5.1% | -6.5% | +1.5% | -5.0% |
| 30D | -1.8% | -16.2% | +14.5% | -1.5% |
| 3M | +9.4% | -19.3% | +28.7% | +9.6% |
| 6M | +9.2% | -27.2% | +36.5% | +9.7% |
| YTD | +15.7% | -46.2% | +61.9% | +16.4% |
| 1Y | +59.7% | -46.6% | +106.4% | +60.7% |
| All | +175.5% | +7.1% | +168.4% | +167.5% |
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