+274.0%
CLX vs TCOM
+2,694.8%
-2,420.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.3% |
| 7D | -9.2% | -9.5% | +0.3% | -8.9% |
| 30D | -11.0% | -10.7% | -0.3% | -10.7% |
| 3M | +5.0% | -14.6% | +19.7% | +5.6% |
| 6M | -18.8% | -19.3% | +0.5% | -18.2% |
| YTD | -4.4% | -42.9% | +38.5% | -2.7% |
| 1Y | -21.9% | -43.8% | +21.9% | -20.4% |
| 3Y | -32.8% | +2.1% | -34.9% | -33.5% |
| 5Y | -34.6% | +31.2% | -65.8% | -36.7% |
| 10Y | -4.7% | -13.9% | +9.2% | -7.8% |
| All | +274.0% | +2,694.8% | -2,420.8% | +192.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling