+503.2%
CMI vs TCOM
-9.8%
+513.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.1% |
| 7D | -0.7% | -4.9% | +4.2% | +0.1% |
| 30D | -12.4% | -14.4% | +2.0% | -10.1% |
| 3M | -14.8% | -17.7% | +2.9% | -12.4% |
| 6M | +0.8% | -25.1% | +25.9% | +5.4% |
| YTD | +10.2% | -45.7% | +55.9% | +21.2% |
| 1Y | +37.4% | -47.9% | +85.3% | +52.2% |
| 3Y | +153.3% | +8.9% | +144.3% | +139.6% |
| 5Y | +167.6% | +26.9% | +140.7% | +133.7% |
| All | +503.2% | -9.8% | +513.0% | +405.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling