+37.4%
CMI vs TCOM
-46.9%
+84.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.2% |
| 7D | -0.7% | -4.9% | +4.2% | -0.3% |
| 30D | -12.4% | -14.4% | +2.0% | -11.4% |
| 3M | -14.8% | -17.7% | +2.9% | -13.0% |
| 6M | +0.8% | -25.1% | +25.9% | +5.1% |
| YTD | +10.2% | -45.7% | +55.9% | +19.6% |
| 1Y | +37.4% | -47.9% | +85.3% | +50.2% |
| All | +37.4% | -46.9% | +84.3% | +50.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling