+98.5%
CAT vs TCOM
-43.8%
+142.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.0% |
| 7D | +5.6% | -7.6% | +13.2% | +5.5% |
| 30D | -2.3% | -12.2% | +9.9% | -2.4% |
| 3M | -10.0% | -14.2% | +4.2% | -9.3% |
| 6M | +21.2% | -25.0% | +46.2% | +25.1% |
| YTD | +44.4% | -43.7% | +88.1% | +53.4% |
| All | +98.5% | -43.8% | +142.2% | +111.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling