-46.1%
CLF vs TCOM
+28.0%
-74.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.0% |
| 7D | +7.6% | -9.5% | +17.1% | +9.8% |
| 30D | -1.2% | -10.7% | +9.5% | +1.0% |
| 3M | -13.4% | -14.6% | +1.3% | -11.0% |
| 6M | +15.4% | -19.3% | +34.7% | +20.0% |
| YTD | -5.9% | -42.9% | +37.1% | +4.5% |
| 1Y | +18.8% | -43.8% | +62.6% | +32.4% |
| 3Y | -19.4% | +2.1% | -21.5% | -22.8% |
| All | -46.1% | +28.0% | -74.0% | -50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling