-4.4%
CLX vs TCOM
-9.8%
+5.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -2.0% | -1.1% |
| 7D | -5.7% | -4.9% | -0.8% | -5.8% |
| 30D | -17.0% | -14.4% | -2.6% | -17.2% |
| 3M | -9.7% | -17.7% | +8.0% | -9.9% |
| 6M | -19.8% | -25.1% | +5.3% | -20.1% |
| YTD | -9.8% | -45.7% | +35.9% | -10.6% |
| 1Y | -26.2% | -47.9% | +21.7% | -26.8% |
| 3Y | -36.2% | +8.9% | -45.1% | -35.6% |
| 5Y | -38.3% | +26.9% | -65.2% | -37.2% |
| All | -4.4% | -9.8% | +5.4% | -4.0% |
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