-39.0%
TCOM vs CAI
+12.6%
-51.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.1% | +2.0% | +3.1% |
| 7D | +10.7% | -6.3% | +17.0% | +10.9% |
| 30D | +10.1% | +9.3% | +0.7% | +9.4% |
| 3M | -8.9% | +106.3% | -115.2% | -11.3% |
| 6M | -19.2% | +77.7% | -96.9% | -21.0% |
| YTD | -40.6% | +23.1% | -63.8% | -42.6% |
| 1Y | -39.0% | +6.5% | -45.6% | -40.8% |
| All | -39.0% | +12.6% | -51.6% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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