+922.6%
CRL vs TCOM
+2,868.4%
-1,945.8%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.6% |
| 3M | +20.2% | -3.2% | +23.4% | +20.5% |
| 6M | +107.5% | -16.6% | +124.2% | +112.4% |
| YTD | +69.4% | -39.4% | +108.8% | +82.2% |
| 1Y | +99.7% | -41.5% | +141.3% | +116.0% |
| 3Y | +98.8% | +24.4% | +74.4% | +85.1% |
| 5Y | -12.4% | +41.6% | -54.0% | -24.1% |
| 10Y | +352.9% | +6.5% | +346.3% | +291.6% |
| All | +922.6% | +2,868.4% | -1,945.8% | +451.3% |
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