-31.0%
TCOM vs CAI
-9.9%
-21.1%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.8% |
| 7D | -4.9% | -2.9% | -2.0% | -4.8% |
| 30D | -14.4% | +9.3% | -23.7% | -14.6% |
| 3M | -17.7% | +35.2% | -52.9% | -18.2% |
| 6M | -25.1% | +30.7% | -55.8% | -25.5% |
| YTD | -45.7% | -9.8% | -36.0% | -46.2% |
| 1Y | -47.9% | -28.9% | -19.0% | -48.2% |
| All | -31.0% | -9.9% | -21.1% | -30.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling