+333.5%
CAT vs TCOM
+26.3%
+307.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.2% |
| 7D | +5.6% | -7.6% | +13.2% | +6.5% |
| 30D | -2.3% | -12.2% | +9.9% | -0.9% |
| 3M | -10.0% | -14.2% | +4.2% | -8.7% |
| 6M | +21.2% | -25.0% | +46.2% | +25.1% |
| YTD | +44.4% | -43.7% | +88.1% | +54.3% |
| 1Y | +96.3% | -44.5% | +140.8% | +109.9% |
| 3Y | +203.9% | +13.4% | +190.5% | +193.3% |
| 5Y | +333.5% | +26.5% | +307.0% | +318.9% |
| All | +333.5% | +26.3% | +307.2% | +318.9% |
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 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