+2,622.4%
CAT vs TCOM
+2,870.5%
-248.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +4.0% | +3.1% |
| 7D | +1.7% | +2.2% | -0.4% | +1.2% |
| 30D | -24.6% | +12.5% | -37.1% | -26.5% |
| 3M | -28.5% | -5.6% | -22.9% | -28.0% |
| 6M | -34.8% | -16.5% | -18.4% | -33.1% |
| YTD | +5.9% | -39.4% | +45.3% | +15.4% |
| 1Y | +6.8% | -41.0% | +47.8% | +16.9% |
| 3Y | +161.1% | +29.2% | +131.9% | +134.9% |
| 5Y | +213.4% | +41.6% | +171.8% | +158.3% |
| 10Y | +700.3% | +6.6% | +693.7% | +563.2% |
| All | +2,622.4% | +2,870.5% | -248.1% | +1,090.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling