+9.4%
TCOM vs CLBK
+51.6%
-42.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.9% | -3.2% |
| 7D | -10.2% | -1.5% | -8.7% | -10.1% |
| 30D | -16.8% | +6.7% | -23.5% | -17.1% |
| 3M | -16.7% | +21.2% | -37.8% | -17.3% |
| 6M | -27.1% | +42.0% | -69.0% | -28.3% |
| YTD | -45.5% | +63.3% | -108.8% | -46.9% |
| 1Y | -45.9% | +65.4% | -111.3% | -47.3% |
| All | +9.4% | +51.6% | -42.1% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 3y: compounded portfolio wealth divided by compounded CLBK 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…
3y analysis · Full analysis span regression · 6 months rolling