+10.3%
CLX vs TCOM
-41.4%
+51.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.1% |
| 7D | +9.5% | -1.8% | +11.3% | +9.6% |
| 30D | +30.7% | +12.1% | +18.6% | +30.2% |
| 3M | +4.2% | -3.2% | +7.4% | +4.0% |
| 6M | +22.1% | -16.6% | +38.8% | +21.1% |
| YTD | +14.1% | -39.4% | +53.5% | +8.7% |
| 1Y | +10.3% | -41.5% | +51.8% | +5.8% |
| All | +10.3% | -41.4% | +51.7% | +5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling