+346.3%
CLX vs TCOM
+2,868.4%
-2,522.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +30.1% |
| 3M | +4.2% | -3.2% | +7.4% | +4.3% |
| 6M | +22.1% | -16.6% | +38.8% | +22.8% |
| YTD | +14.1% | -39.4% | +53.5% | +15.9% |
| 1Y | +10.3% | -41.5% | +51.8% | +12.2% |
| 3Y | -7.8% | +24.4% | -32.2% | -9.4% |
| 5Y | -20.8% | +41.6% | -62.4% | -23.7% |
| 10Y | +31.9% | +6.5% | +25.3% | +26.2% |
| All | +346.3% | +2,868.4% | -2,522.2% | +248.7% |
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