+53.5%
CME vs TD
+128.4%
-74.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.1% |
| 7D | -2.9% | +0.9% | -3.7% | -2.9% |
| 30D | +5.5% | -0.7% | +6.2% | +5.6% |
| 3M | +11.0% | +6.3% | +4.7% | +10.6% |
| 6M | -9.7% | +27.9% | -37.6% | -10.8% |
| YTD | +4.9% | +29.8% | -24.9% | +3.5% |
| 1Y | +10.1% | +63.7% | -53.6% | +6.8% |
| 3Y | +53.5% | +128.3% | -74.8% | +43.6% |
| All | +53.5% | +128.4% | -74.9% | +43.6% |
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