+127.6%
CLF vs TCOM
-12.7%
+140.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -0.6% |
| 7D | -2.7% | -10.2% | +7.5% | +0.8% |
| 30D | -3.2% | -16.8% | +13.6% | +2.6% |
| 3M | -5.0% | -16.7% | +11.7% | -0.2% |
| 6M | +26.6% | -27.1% | +53.7% | +39.2% |
| YTD | -9.0% | -45.5% | +36.5% | +8.9% |
| 1Y | +11.8% | -45.9% | +57.7% | +34.2% |
| 3Y | -15.1% | +9.8% | -24.9% | -25.1% |
| 5Y | -48.2% | +23.8% | -72.0% | -60.3% |
| 10Y | +127.6% | -10.8% | +138.4% | +78.1% |
| All | +127.6% | -12.7% | +140.3% | +78.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling