+4,113.4%
CME vs TCOM
+2,694.8%
+1,418.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | -1.6% | -9.5% | +7.9% | +0.1% |
| 30D | +6.2% | -10.7% | +17.0% | +8.3% |
| 3M | +10.4% | -14.6% | +25.1% | +13.2% |
| 6M | -9.5% | -19.3% | +9.8% | -6.5% |
| YTD | +6.0% | -42.9% | +49.0% | +15.7% |
| 1Y | +9.3% | -43.8% | +53.1% | +19.4% |
| 3Y | +57.7% | +2.1% | +55.6% | +48.0% |
| 5Y | +77.7% | +31.2% | +46.5% | +48.3% |
| 10Y | +281.2% | -13.9% | +295.2% | +221.4% |
| All | +4,113.4% | +2,694.8% | +1,418.7% | +1,345.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling