+3,032.4%
CLS vs TCOM
-9.4%
+3,041.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +2.0% |
| 7D | +20.1% | -10.2% | +30.3% | +23.4% |
| 30D | +6.0% | -16.8% | +22.9% | +11.2% |
| 3M | -10.3% | -16.7% | +6.4% | -6.5% |
| 6M | +24.5% | -27.1% | +51.6% | +35.0% |
| YTD | +12.9% | -45.5% | +58.4% | +32.1% |
| 1Y | +36.7% | -45.9% | +82.5% | +60.3% |
| 3Y | +1,328.1% | +9.8% | +1,318.3% | +1,225.1% |
| 5Y | +3,682.3% | +23.8% | +3,658.5% | +3,030.1% |
| All | +3,032.4% | -9.4% | +3,041.8% | +2,407.4% |
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