+27.6%
CAVA vs TCOM
+8.6%
+19.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.4% |
| 7D | -8.0% | -4.9% | -3.1% | -7.4% |
| 30D | -19.6% | -14.4% | -5.2% | -18.0% |
| 3M | -36.7% | -17.7% | -19.0% | -35.3% |
| 6M | -30.6% | -25.1% | -5.5% | -28.1% |
| YTD | -4.8% | -45.7% | +40.9% | +2.1% |
| 1Y | -13.1% | -47.9% | +34.7% | -6.4% |
| 3Y | +48.8% | +8.9% | +39.8% | +34.4% |
| All | +27.6% | +8.6% | +19.0% | +17.2% |
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