+4,653.6%
CME vs TCOM
+2,870.5%
+1,783.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.4% |
| 7D | +2.5% | +2.2% | +0.3% | +2.1% |
| 30D | +13.9% | +12.5% | +1.4% | +11.6% |
| 3M | +22.4% | -5.6% | +28.0% | +23.4% |
| 6M | +12.9% | -16.5% | +29.3% | +16.0% |
| YTD | +19.6% | -39.4% | +59.0% | +29.0% |
| 1Y | +17.7% | -41.0% | +58.6% | +27.5% |
| 3Y | +65.3% | +29.2% | +36.1% | +48.6% |
| 5Y | +75.1% | +41.6% | +33.5% | +44.4% |
| 10Y | +305.8% | +6.6% | +299.1% | +227.4% |
| All | +4,653.6% | +2,870.5% | +1,783.1% | +1,512.6% |
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 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