+31.8%
CLX vs TCOM
+5.9%
+25.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.2% |
| 7D | +9.5% | -1.8% | +11.3% | +9.5% |
| 30D | +30.7% | +12.1% | +18.6% | +30.9% |
| 3M | +4.2% | -3.2% | +7.4% | +4.2% |
| 6M | +22.1% | -16.6% | +38.8% | +21.8% |
| YTD | +14.1% | -39.4% | +53.5% | +13.2% |
| 1Y | +10.3% | -41.5% | +51.8% | +9.4% |
| 3Y | -7.8% | +24.4% | -32.2% | -6.7% |
| 5Y | -20.8% | +41.6% | -62.4% | -19.2% |
| All | +31.8% | +5.9% | +25.9% | +32.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling