+303.4%
CME vs TCOM
+5.9%
+297.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.7% |
| 7D | +3.9% | -1.8% | +5.7% | +4.1% |
| 30D | +11.3% | +12.1% | -0.8% | +10.3% |
| 3M | +19.6% | -3.2% | +22.8% | +19.8% |
| 6M | +8.1% | -16.6% | +24.7% | +9.5% |
| YTD | +20.4% | -39.4% | +59.8% | +24.8% |
| 1Y | +16.5% | -41.5% | +58.0% | +21.1% |
| 3Y | +66.4% | +24.4% | +42.1% | +57.3% |
| 5Y | +74.5% | +41.6% | +32.9% | +57.0% |
| All | +303.4% | +5.9% | +297.5% | +254.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling