+7,668.8%
CMI vs TCOM
+2,569.4%
+5,099.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.4% |
| 7D | +0.7% | -10.2% | +10.9% | +3.3% |
| 30D | -12.3% | -16.8% | +4.5% | -8.4% |
| 3M | -16.8% | -16.7% | -0.1% | -13.8% |
| 6M | +1.5% | -27.1% | +28.6% | +8.6% |
| YTD | +9.8% | -45.5% | +55.3% | +25.1% |
| 1Y | +42.6% | -45.9% | +88.4% | +62.5% |
| 3Y | +151.0% | +9.8% | +141.2% | +130.8% |
| 5Y | +167.0% | +23.8% | +143.2% | +119.0% |
| 10Y | +512.2% | -10.8% | +522.9% | +400.8% |
| All | +7,668.8% | +2,569.4% | +5,099.4% | +2,672.4% |
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 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