+7,654.3%
CME vs TD
+2,801.5%
+4,852.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | +2.7% | +0.6% | +2.1% | +2.3% |
| 30D | +13.5% | +5.0% | +8.5% | +10.0% |
| 3M | +20.9% | +1.1% | +19.8% | +19.5% |
| 6M | +11.5% | +16.5% | -4.9% | +0.5% |
| YTD | +19.5% | +34.3% | -14.8% | -2.1% |
| 1Y | +17.2% | +52.9% | -35.6% | -11.6% |
| 3Y | +65.1% | +132.2% | -67.1% | -7.4% |
| 5Y | +73.1% | +101.9% | -28.8% | +3.3% |
| 10Y | +305.3% | +302.0% | +3.3% | +42.7% |
| All | +7,654.3% | +2,801.5% | +4,852.8% | +892.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling