-34.0%
CLF vs TCOM
+30.2%
-64.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.5% |
| 7D | -19.6% | +12.1% | -31.7% | -21.4% |
| 30D | -5.0% | +16.5% | -21.5% | -7.9% |
| 3M | -6.3% | -4.0% | -2.3% | -5.8% |
| 6M | +2.8% | -18.5% | +21.3% | +6.6% |
| YTD | -13.7% | -38.3% | +24.6% | -6.2% |
| 1Y | +13.6% | -36.6% | +50.2% | +22.6% |
| 3Y | -34.0% | +31.1% | -65.1% | -33.2% |
| All | -34.0% | +30.2% | -64.2% | -33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling