-47.0%
CLF vs TCOM
+26.3%
-73.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.4% |
| 7D | +6.5% | -7.6% | +14.1% | +8.2% |
| 30D | +0.2% | -12.2% | +12.5% | +2.8% |
| 3M | -3.1% | -14.2% | +11.1% | -0.6% |
| 6M | +25.0% | -25.0% | +50.0% | +32.1% |
| YTD | -7.5% | -43.7% | +36.2% | +3.0% |
| 1Y | +11.5% | -44.5% | +56.1% | +24.7% |
| 3Y | -13.7% | +13.4% | -27.1% | -19.1% |
| 5Y | -47.0% | +26.5% | -73.4% | -51.0% |
| All | -47.0% | +26.3% | -73.3% | -51.0% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling