-27.4%
CLS vs TCOM
-40.9%
+13.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -1.1% | +9.6% | +8.6% |
| 7D | +2.8% | +2.2% | +0.6% | +2.5% |
| 30D | -30.1% | +12.5% | -42.6% | -31.4% |
| 3M | -21.7% | -5.6% | -16.1% | -19.8% |
| 6M | -36.2% | -16.5% | -19.8% | -31.0% |
| YTD | -17.8% | -39.4% | +21.5% | -3.3% |
| All | -27.4% | -40.9% | +13.5% | -12.8% |
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