+274.2%
CME vs TDY
+479.2%
-205.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.1% |
| 7D | -1.6% | -1.1% | -0.5% | -1.2% |
| 30D | +5.6% | -12.0% | +17.6% | +10.4% |
| 3M | +5.6% | -3.2% | +8.8% | +6.3% |
| 6M | -8.3% | -7.9% | -0.4% | -6.4% |
| YTD | +4.3% | +18.2% | -13.9% | -3.4% |
| 1Y | +9.1% | +6.7% | +2.4% | +4.7% |
| 3Y | +52.1% | +47.5% | +4.5% | +25.1% |
| 5Y | +79.7% | +39.5% | +40.2% | +47.9% |
| All | +274.2% | +479.2% | -205.0% | +63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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