+57.3%
CL vs TCOM
-12.7%
+70.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | -0.4% |
| 7D | -2.3% | -10.2% | +7.9% | -2.1% |
| 30D | -5.5% | -16.8% | +11.3% | -5.2% |
| 3M | +0.8% | -16.7% | +17.5% | +1.2% |
| 6M | -4.2% | -27.1% | +22.9% | -3.7% |
| YTD | +13.4% | -45.5% | +58.9% | +14.6% |
| 1Y | +7.1% | -45.9% | +52.9% | +8.1% |
| 3Y | +29.0% | +9.8% | +19.3% | +27.7% |
| 5Y | +28.3% | +23.8% | +4.5% | +25.9% |
| 10Y | +57.3% | -10.8% | +68.1% | +48.3% |
| All | +57.3% | -12.7% | +70.0% | +48.3% |
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