-37.6%
CLX vs TCOM
+21.5%
-59.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.3% | -0.9% |
| 7D | -5.9% | -6.5% | +0.7% | -5.9% |
| 30D | -17.0% | -16.2% | -0.8% | -17.0% |
| 3M | -9.6% | -19.3% | +9.7% | -9.6% |
| 6M | -21.5% | -27.2% | +5.7% | -21.6% |
| YTD | -8.8% | -46.2% | +37.4% | -9.0% |
| 1Y | -24.7% | -46.6% | +22.0% | -24.9% |
| 3Y | -35.6% | +8.4% | -44.0% | -35.2% |
| 5Y | -37.6% | +25.8% | -63.4% | -38.8% |
| All | -37.6% | +21.5% | -59.2% | -38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling