+773.9%
CLS vs TCOM
+28.1%
+745.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -13.9% | +6.5% | -20.4% | -15.3% |
| 30D | -38.2% | +13.3% | -51.5% | -40.3% |
| 3M | -28.8% | -6.5% | -22.4% | -27.9% |
| 6M | -40.4% | -16.3% | -24.1% | -37.8% |
| YTD | -24.3% | -38.7% | +14.4% | -14.1% |
| 1Y | -35.0% | -40.1% | +5.1% | -25.9% |
| All | +773.9% | +28.1% | +745.8% | +713.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling