+1,936.2%
CLS vs TCOM
+5.9%
+1,930.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -1.1% | +9.6% | +8.8% |
| 7D | +2.8% | +2.2% | +0.6% | +2.0% |
| 30D | -30.1% | +12.5% | -42.6% | -32.7% |
| 3M | -21.7% | -5.6% | -16.1% | -21.2% |
| 6M | -36.2% | -16.5% | -19.8% | -33.9% |
| YTD | -17.8% | -39.4% | +21.5% | -7.2% |
| 1Y | -26.8% | -41.0% | +14.2% | -16.7% |
| 3Y | +853.4% | +29.2% | +824.1% | +742.3% |
| 5Y | +2,005.0% | +41.6% | +1,963.4% | +1,570.3% |
| All | +1,936.2% | +5.9% | +1,930.3% | +1,467.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling