+674.0%
CAT vs TCOM
+3.0%
+671.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | -6.3% | +6.5% | -12.8% | -7.5% |
| 30D | -26.8% | +13.3% | -40.1% | -28.7% |
| 3M | -30.0% | -6.5% | -23.6% | -29.4% |
| 6M | -34.6% | -16.3% | -18.3% | -32.9% |
| YTD | +2.9% | -38.7% | +41.6% | +11.9% |
| 1Y | +3.3% | -40.1% | +43.4% | +12.7% |
| 3Y | +153.7% | +30.6% | +123.1% | +127.0% |
| 5Y | +207.3% | +45.8% | +161.5% | +153.2% |
| 10Y | +674.0% | +8.1% | +665.9% | +537.5% |
| All | +674.0% | +3.0% | +671.0% | +537.5% |
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 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