+520.2%
CL vs TCOM
+2,922.3%
-2,402.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.4% | -2.2% |
| 7D | +1.3% | +12.1% | -10.7% | +0.7% |
| 30D | +11.4% | +16.5% | -5.1% | +10.4% |
| 3M | +4.4% | -4.0% | +8.5% | +4.6% |
| 6M | +10.8% | -18.5% | +29.3% | +11.9% |
| YTD | +25.1% | -38.3% | +63.4% | +28.2% |
| 1Y | +28.0% | -36.6% | +64.6% | +30.9% |
| 3Y | +37.6% | +31.1% | +6.5% | +33.0% |
| 5Y | +39.7% | +47.6% | -7.9% | +31.0% |
| 10Y | +75.8% | +5.1% | +70.7% | +64.0% |
| All | +520.2% | +2,922.3% | -2,402.0% | +330.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling