+467.0%
CL vs TCOM
+2,694.8%
-2,227.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.4% |
| 7D | -2.2% | -9.5% | +7.3% | -1.6% |
| 30D | -4.8% | -10.7% | +5.9% | -4.2% |
| 3M | +4.9% | -14.6% | +19.5% | +5.8% |
| 6M | -5.7% | -19.3% | +13.6% | -4.7% |
| YTD | +14.4% | -42.9% | +57.3% | +17.8% |
| 1Y | +8.7% | -43.8% | +52.5% | +12.0% |
| 3Y | +30.0% | +2.1% | +27.9% | +27.5% |
| 5Y | +28.4% | +31.2% | -2.9% | +21.1% |
| 10Y | +50.1% | -13.9% | +64.0% | +42.0% |
| All | +467.0% | +2,694.8% | -2,227.8% | +295.1% |
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