+178.8%
CLF vs TCOM
+2,694.8%
-2,515.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.1% |
| 7D | +7.6% | -9.5% | +17.1% | +11.6% |
| 30D | -1.2% | -10.7% | +9.5% | +2.9% |
| 3M | -13.4% | -14.6% | +1.3% | -9.1% |
| 6M | +15.4% | -19.3% | +34.7% | +23.6% |
| YTD | -5.9% | -42.9% | +37.1% | +13.5% |
| 1Y | +18.8% | -43.8% | +62.6% | +44.2% |
| 3Y | -19.4% | +2.1% | -21.5% | -27.5% |
| 5Y | -47.7% | +31.2% | -78.9% | -62.6% |
| 10Y | +130.4% | -13.9% | +144.3% | +83.2% |
| All | +178.8% | +2,694.8% | -2,515.9% | -30.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling