+3,682.3%
CLS vs TCOM
+25.9%
+3,656.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +1.9% |
| 7D | +20.1% | -10.2% | +30.3% | +23.0% |
| 30D | +6.0% | -16.8% | +22.9% | +10.6% |
| 3M | -10.3% | -16.7% | +6.4% | -6.9% |
| 6M | +24.5% | -27.1% | +51.6% | +33.8% |
| YTD | +12.9% | -45.5% | +58.4% | +29.7% |
| 1Y | +36.7% | -45.9% | +82.5% | +57.3% |
| 3Y | +1,328.1% | +9.8% | +1,318.3% | +1,256.8% |
| 5Y | +3,682.3% | +23.8% | +3,658.5% | +3,258.8% |
| All | +3,682.3% | +25.9% | +3,656.4% | +3,258.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling