-12.1%
CRL vs TCOM
+40.6%
-52.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.0% |
| 7D | +0.1% | -1.8% | +1.9% | +0.4% |
| 30D | +11.9% | +12.1% | -0.2% | +9.7% |
| 3M | +20.2% | -3.2% | +23.4% | +20.6% |
| 6M | +107.5% | -16.6% | +124.2% | +112.6% |
| YTD | +69.4% | -39.4% | +108.8% | +82.5% |
| 1Y | +99.7% | -41.5% | +141.3% | +116.4% |
| 3Y | +98.8% | +24.4% | +74.4% | +86.0% |
| All | -12.1% | +40.6% | -52.7% | -24.7% |
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 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