+32.1%
CL vs TCOM
-39.6%
+71.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.2% | +0.1% | +3.2% |
| 7D | +7.7% | +10.7% | -3.0% | +7.4% |
| 30D | +15.2% | +10.1% | +5.2% | +15.0% |
| 3M | +7.3% | -8.9% | +16.2% | +7.1% |
| 6M | +17.0% | -19.2% | +36.2% | +16.3% |
| YTD | +28.0% | -40.6% | +68.6% | +23.7% |
| 1Y | +32.1% | -39.0% | +71.1% | +27.5% |
| All | +32.1% | -39.6% | +71.7% | +27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling