+747.1%
CAH vs TCOM
+2,658.7%
-1,911.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.6% |
| 7D | +0.5% | -7.6% | +8.1% | +1.3% |
| 30D | +1.7% | -12.2% | +14.0% | +3.1% |
| 3M | +17.9% | -14.2% | +32.1% | +19.6% |
| 6M | +10.9% | -25.0% | +35.9% | +14.1% |
| YTD | +17.9% | -43.7% | +61.5% | +24.6% |
| 1Y | +61.7% | -44.5% | +106.2% | +71.0% |
| 3Y | +183.7% | +13.4% | +170.3% | +170.6% |
| 5Y | +401.3% | +26.5% | +374.9% | +352.8% |
| 10Y | +293.7% | -10.3% | +303.9% | +255.2% |
| All | +747.1% | +2,658.7% | -1,911.6% | +414.3% |
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