+41.1%
CLS vs TCOM
-42.5%
+83.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.1% |
| 7D | +4.6% | -9.5% | +14.1% | +7.7% |
| 30D | -13.9% | -10.7% | -3.2% | -11.0% |
| 3M | -26.6% | -14.6% | -11.9% | -22.7% |
| 6M | +15.4% | -19.3% | +34.7% | +25.4% |
| YTD | +5.7% | -42.9% | +48.6% | +29.3% |
| 1Y | +41.1% | -43.8% | +84.9% | +73.0% |
| All | +41.1% | -42.5% | +83.6% | +73.0% |
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