+354.1%
CRL vs TCOM
+5.0%
+349.1%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | +8.9% | -1.4% | +10.2% | +9.2% |
| 30D | +14.0% | +11.5% | +2.5% | +11.3% |
| 3M | +19.8% | -5.2% | +25.0% | +20.8% |
| 6M | +102.0% | -16.9% | +119.0% | +107.9% |
| YTD | +70.8% | -39.9% | +110.8% | +86.7% |
| 1Y | +98.7% | -42.1% | +140.8% | +118.7% |
| 3Y | +98.2% | +28.0% | +70.1% | +80.0% |
| 5Y | -11.7% | +40.4% | -52.1% | -26.0% |
| All | +354.1% | +5.0% | +349.1% | +279.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling