+772.9%
CRL vs TCOM
+2,694.8%
-1,921.8%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.5% |
| 7D | -1.0% | -9.5% | +8.5% | +0.6% |
| 30D | +10.7% | -10.7% | +21.4% | +12.7% |
| 3M | +55.3% | -14.6% | +69.9% | +58.7% |
| 6M | +60.7% | -19.3% | +80.0% | +65.6% |
| YTD | +44.6% | -42.9% | +87.6% | +57.4% |
| 1Y | +77.7% | -43.8% | +121.5% | +93.9% |
| 3Y | +37.6% | +2.1% | +35.5% | +32.5% |
| 5Y | -35.8% | +31.2% | -67.0% | -43.7% |
| 10Y | +241.7% | -13.9% | +255.7% | +206.1% |
| All | +772.9% | +2,694.8% | -1,921.8% | +376.3% |
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