+28.5%
CLS vs TCOM
-46.8%
+75.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.3% | -2.2% |
| 7D | +5.0% | -6.5% | +11.5% | +7.0% |
| 30D | +4.8% | -16.2% | +21.0% | +10.3% |
| 3M | -10.4% | -19.3% | +8.9% | -4.2% |
| 6M | +20.8% | -27.2% | +48.0% | +36.1% |
| YTD | +10.0% | -46.2% | +56.2% | +36.6% |
| 1Y | +28.5% | -46.6% | +75.2% | +56.9% |
| All | +28.5% | -46.8% | +75.4% | +56.9% |
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