+272.2%
CME vs TCOM
-10.5%
+282.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | -0.1% |
| 7D | -2.4% | -6.5% | +4.1% | -1.8% |
| 30D | +6.2% | -16.2% | +22.4% | +7.7% |
| 3M | +4.4% | -19.3% | +23.7% | +6.1% |
| 6M | -9.6% | -27.2% | +17.6% | -7.5% |
| YTD | +3.8% | -46.2% | +50.0% | +8.6% |
| 1Y | +9.5% | -46.6% | +56.2% | +14.6% |
| 3Y | +51.9% | +8.4% | +43.5% | +45.3% |
| 5Y | +78.7% | +25.8% | +52.9% | +62.4% |
| All | +272.2% | -10.5% | +282.8% | +232.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling