-10.0%
CLX vs TCOM
+26.8%
-36.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.3% |
| 7D | +7.8% | +2.2% | +5.6% | +7.7% |
| 30D | +28.5% | +12.5% | +16.0% | +28.3% |
| 3M | +1.3% | -5.6% | +6.9% | +1.3% |
| 6M | +23.4% | -16.5% | +39.8% | +23.4% |
| YTD | +11.4% | -39.4% | +50.7% | +11.3% |
| 1Y | +6.9% | -41.0% | +47.9% | +6.9% |
| All | -10.0% | +26.8% | -36.8% | -6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling