+151.5%
CAKE vs TCOM
-9.8%
+161.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.3% |
| 7D | -4.5% | -4.9% | +0.4% | -3.4% |
| 30D | -12.4% | -14.4% | +2.0% | -9.2% |
| 3M | +37.3% | -17.7% | +55.0% | +43.2% |
| 6M | +70.7% | -25.1% | +95.8% | +81.8% |
| YTD | +106.0% | -45.7% | +151.7% | +135.5% |
| 1Y | +79.7% | -47.9% | +127.5% | +107.1% |
| 3Y | +267.8% | +8.9% | +258.8% | +235.4% |
| 5Y | +159.9% | +26.9% | +133.0% | +110.4% |
| All | +151.5% | -9.8% | +161.3% | +94.9% |
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