+20.2%
CLF vs TCOM
-39.6%
+59.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +3.2% | -12.4% | -9.3% |
| 7D | -7.9% | +10.7% | -18.6% | -8.3% |
| 30D | +5.2% | +10.1% | -4.8% | +4.7% |
| 3M | +4.3% | -8.9% | +13.2% | +4.8% |
| 6M | +25.3% | -19.2% | +44.4% | +27.7% |
| YTD | -3.3% | -40.6% | +37.3% | -6.2% |
| 1Y | +20.2% | -39.0% | +59.3% | +16.5% |
| All | +20.2% | -39.6% | +59.9% | +16.5% |
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