-29.6%
CLS vs TCOM
-39.6%
+10.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +3.2% | -12.2% | -9.5% |
| 7D | -21.1% | +10.7% | -31.8% | -22.5% |
| 30D | -38.2% | +10.1% | -48.3% | -39.4% |
| 3M | -36.3% | -8.9% | -27.4% | -34.2% |
| 6M | -43.8% | -19.2% | -24.6% | -38.4% |
| YTD | -20.0% | -40.6% | +20.6% | -4.9% |
| 1Y | -29.6% | -39.0% | +9.4% | -18.0% |
| All | -29.6% | -39.6% | +10.0% | -18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling