+335.7%
CLX vs TCOM
+2,870.5%
-2,534.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +28.0% |
| 3M | +1.3% | -5.6% | +6.9% | +1.5% |
| 6M | +23.4% | -16.5% | +39.8% | +24.1% |
| YTD | +11.4% | -39.4% | +50.7% | +13.1% |
| 1Y | +6.9% | -41.0% | +47.9% | +8.7% |
| 3Y | -9.8% | +29.2% | -39.0% | -11.5% |
| 5Y | -22.7% | +41.6% | -64.3% | -25.4% |
| 10Y | +28.7% | +6.6% | +22.1% | +23.2% |
| All | +335.7% | +2,870.5% | -2,534.8% | +240.4% |
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