+186.9%
CLF vs TCOM
+2,902.5%
-2,715.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.8% | +4.9% |
| 7D | -9.1% | +6.5% | -15.6% | -11.5% |
| 30D | -0.9% | +13.3% | -14.2% | -6.1% |
| 3M | +3.0% | -6.5% | +9.4% | +4.7% |
| 6M | +16.7% | -16.3% | +33.0% | +22.6% |
| YTD | -3.2% | -38.7% | +35.5% | +13.0% |
| 1Y | +24.6% | -40.1% | +64.7% | +46.6% |
| 3Y | -22.3% | +30.6% | -52.9% | -36.7% |
| 5Y | -41.2% | +45.8% | -87.0% | -59.7% |
| 10Y | +83.5% | +8.1% | +75.4% | +32.6% |
| All | +186.9% | +2,902.5% | -2,715.6% | -30.6% |
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