-37.2%
CRL vs TCOM
+25.9%
-63.1%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.4% | -0.3% |
| 7D | -4.6% | -10.2% | +5.6% | -3.0% |
| 30D | +0.5% | -16.8% | +17.3% | +3.4% |
| 3M | +46.6% | -16.7% | +63.3% | +50.2% |
| 6M | +57.3% | -27.1% | +84.3% | +64.7% |
| YTD | +39.5% | -45.5% | +85.0% | +52.8% |
| 1Y | +76.9% | -45.9% | +122.7% | +93.8% |
| 3Y | +39.4% | +9.8% | +29.6% | +33.5% |
| 5Y | -37.2% | +23.8% | -61.0% | -46.4% |
| All | -37.2% | +25.9% | -63.1% | -46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling