+299.5%
CME vs TAP
-49.5%
+349.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | -0.2% |
| 7D | -0.6% | -7.8% | +7.3% | +1.0% |
| 30D | +8.5% | +7.1% | +1.4% | +6.9% |
| 3M | +16.0% | -7.0% | +23.1% | +17.5% |
| 6M | +9.3% | -3.8% | +13.1% | +9.8% |
| YTD | +15.3% | -11.7% | +27.0% | +17.3% |
| 1Y | +14.4% | -10.1% | +24.5% | +15.9% |
| 3Y | +59.9% | -23.7% | +83.6% | +65.4% |
| 5Y | +69.4% | +2.9% | +66.5% | +58.7% |
| 10Y | +299.5% | -49.5% | +349.0% | +251.5% |
| All | +299.5% | -49.5% | +349.0% | +251.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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