+53.5%
CME vs TCOM
+13.4%
+40.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -1.1% |
| 7D | -2.9% | -7.6% | +4.7% | -2.9% |
| 30D | +5.5% | -12.2% | +17.7% | +5.5% |
| 3M | +11.0% | -14.2% | +25.2% | +10.8% |
| 6M | -9.7% | -25.0% | +15.3% | -9.9% |
| YTD | +4.9% | -43.7% | +48.5% | +4.2% |
| 1Y | +10.1% | -44.5% | +54.6% | +9.4% |
| 3Y | +53.5% | +13.4% | +40.1% | +53.4% |
| All | +53.5% | +13.4% | +40.1% | +53.4% |
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 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