+23.3%
CAVA vs TCOM
+7.7%
+15.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.2% | -4.3% |
| 7D | -12.4% | -6.5% | -5.9% | -11.7% |
| 30D | -11.2% | -16.2% | +5.0% | -9.2% |
| 3M | -33.8% | -19.3% | -14.5% | -32.1% |
| 6M | -32.5% | -27.2% | -5.3% | -29.9% |
| YTD | -8.0% | -46.2% | +38.2% | -1.2% |
| 1Y | -17.1% | -46.6% | +29.5% | -11.0% |
| 3Y | +37.8% | +8.4% | +29.4% | +24.4% |
| All | +23.3% | +7.7% | +15.6% | +13.4% |
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