+7,418.1%
CME vs TAP
+117.5%
+7,300.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | +0.8% |
| 7D | +0.9% | +0.5% | +0.4% | +0.6% |
| 30D | +13.2% | +9.1% | +4.0% | +10.2% |
| 3M | +16.3% | -3.8% | +20.1% | +17.1% |
| 6M | +7.1% | -3.4% | +10.6% | +7.5% |
| YTD | +15.8% | -10.6% | +26.5% | +18.2% |
| 1Y | +17.1% | -4.4% | +21.5% | +17.0% |
| 3Y | +63.2% | -24.4% | +87.5% | +71.2% |
| 5Y | +70.2% | +2.1% | +68.1% | +58.0% |
| 10Y | +337.0% | -48.7% | +385.7% | +375.7% |
| All | +7,418.1% | +117.5% | +7,300.6% | +4,759.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling