+65.3%
CME vs TCOM
+26.8%
+38.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.2% |
| 7D | +2.5% | +2.2% | +0.3% | +2.5% |
| 30D | +13.9% | +12.5% | +1.4% | +13.9% |
| 3M | +22.4% | -5.6% | +28.0% | +22.3% |
| 6M | +12.9% | -16.5% | +29.3% | +12.6% |
| YTD | +19.6% | -39.4% | +59.0% | +18.8% |
| 1Y | +17.7% | -41.0% | +58.6% | +16.9% |
| All | +65.3% | +26.8% | +38.6% | +65.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling