+2,096.6%
CLS vs TCOM
+2,694.8%
-598.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.0% |
| 7D | +4.6% | -9.5% | +14.1% | +6.9% |
| 30D | -13.9% | -10.7% | -3.2% | -11.8% |
| 3M | -26.6% | -14.6% | -11.9% | -24.3% |
| 6M | +15.4% | -19.3% | +34.7% | +20.6% |
| YTD | +5.7% | -42.9% | +48.6% | +19.6% |
| 1Y | +41.1% | -43.8% | +84.9% | +60.2% |
| 3Y | +1,228.6% | +2.1% | +1,226.5% | +1,171.3% |
| 5Y | +3,240.6% | +31.2% | +3,209.4% | +2,727.0% |
| 10Y | +2,760.3% | -13.9% | +2,774.3% | +2,418.3% |
| All | +2,096.6% | +2,694.8% | -598.2% | +757.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling