+65.3%
CME vs TD
+133.8%
-68.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.2% |
| 7D | +2.5% | -3.1% | +5.5% | +2.5% |
| 30D | +13.9% | +6.7% | +7.2% | +13.8% |
| 3M | +22.4% | +3.1% | +19.3% | +22.3% |
| 6M | +12.9% | +17.6% | -4.7% | +12.4% |
| YTD | +19.6% | +34.8% | -15.2% | +18.5% |
| 1Y | +17.7% | +55.6% | -37.9% | +15.7% |
| All | +65.3% | +133.8% | -68.5% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 3y: compounded portfolio wealth divided by compounded TD 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…
3y analysis · Full analysis span regression · 6 months rolling