+27.8%
CL vs TCOM
-39.5%
+67.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.2% | +1.5% |
| 7D | +0.5% | +7.4% | -6.9% | +0.3% |
| 30D | +11.6% | +13.2% | -1.6% | +11.2% |
| 3M | +5.6% | -4.6% | +10.2% | +5.3% |
| 6M | +13.2% | -16.4% | +29.6% | +12.4% |
| YTD | +26.9% | -38.8% | +65.7% | +22.2% |
| All | +27.8% | -39.5% | +67.4% | +22.8% |
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