+1,157.1%
CAT vs TCOM
-12.7%
+1,169.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.2% |
| 7D | +2.9% | -10.2% | +13.1% | +5.0% |
| 30D | -2.6% | -16.8% | +14.2% | +0.8% |
| 3M | -10.7% | -16.7% | +6.0% | -8.1% |
| 6M | +16.1% | -27.1% | +43.2% | +22.7% |
| YTD | +43.2% | -45.5% | +88.7% | +59.6% |
| 1Y | +96.8% | -45.9% | +142.7% | +119.4% |
| 3Y | +201.4% | +9.8% | +191.6% | +179.9% |
| 5Y | +332.7% | +23.8% | +308.9% | +270.0% |
| 10Y | +1,157.1% | -10.8% | +1,167.9% | +952.8% |
| All | +1,157.1% | -12.7% | +1,169.8% | +952.8% |
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