+4,685.2%
CME vs TCOM
+2,868.4%
+1,816.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.6% |
| 7D | +3.9% | -1.8% | +5.7% | +4.3% |
| 30D | +11.3% | +12.1% | -0.8% | +9.1% |
| 3M | +19.6% | -3.2% | +22.8% | +20.0% |
| 6M | +8.1% | -16.6% | +24.7% | +11.1% |
| YTD | +20.4% | -39.4% | +59.8% | +29.9% |
| 1Y | +16.5% | -41.5% | +58.0% | +26.4% |
| 3Y | +66.4% | +24.4% | +42.1% | +50.8% |
| 5Y | +74.5% | +41.6% | +32.9% | +43.9% |
| 10Y | +308.5% | +6.5% | +301.9% | +229.6% |
| All | +4,685.2% | +2,868.4% | +1,816.8% | +1,523.5% |
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