+83.5%
CRL vs TCOM
-39.6%
+123.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +3.2% | -10.4% | -7.3% |
| 7D | -12.8% | +10.7% | -23.4% | -13.0% |
| 30D | +5.0% | +10.1% | -5.1% | +4.7% |
| 3M | +39.4% | -8.9% | +48.2% | +40.1% |
| 6M | +89.4% | -19.2% | +108.5% | +94.6% |
| YTD | +63.6% | -40.6% | +104.2% | +73.0% |
| 1Y | +83.5% | -39.0% | +122.5% | +93.0% |
| All | +83.5% | -39.6% | +123.1% | +93.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling