+76.3%
CL vs TCOM
+3.5%
+72.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.2% | +1.4% |
| 7D | +0.5% | +7.4% | -6.9% | +0.4% |
| 30D | +11.6% | +13.2% | -1.6% | +11.3% |
| 3M | +5.6% | -4.6% | +10.2% | +5.7% |
| 6M | +13.2% | -16.4% | +29.6% | +13.4% |
| YTD | +26.9% | -38.8% | +65.7% | +27.8% |
| 1Y | +27.3% | -37.3% | +64.7% | +28.2% |
| 3Y | +39.7% | +31.4% | +8.3% | +37.8% |
| 5Y | +41.3% | +45.5% | -4.2% | +38.2% |
| 10Y | +76.3% | +4.6% | +71.6% | +65.0% |
| All | +76.3% | +3.5% | +72.8% | +65.0% |
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