+152.2%
CAKE vs TCOM
+29.4%
+122.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.4% |
| 7D | -4.5% | -4.9% | +0.4% | -3.6% |
| 30D | -12.4% | -14.4% | +2.0% | -9.9% |
| 3M | +37.3% | -17.7% | +55.0% | +41.9% |
| 6M | +70.7% | -25.1% | +95.8% | +79.3% |
| YTD | +106.0% | -45.7% | +151.7% | +128.5% |
| 1Y | +79.7% | -47.9% | +127.5% | +100.6% |
| 3Y | +267.8% | +8.9% | +258.8% | +242.6% |
| All | +152.2% | +29.4% | +122.8% | +107.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling