+6,620.0%
CME vs TDY
+4,151.6%
+2,468.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.4% | -0.6% |
| 7D | -1.1% | -1.8% | +0.7% | -0.3% |
| 30D | +4.2% | -13.8% | +18.0% | +10.9% |
| 3M | +7.3% | -3.9% | +11.2% | +8.5% |
| 6M | -11.4% | -9.0% | -2.4% | -8.8% |
| YTD | +3.5% | +16.5% | -13.0% | -4.8% |
| 1Y | +8.6% | +9.3% | -0.7% | +2.2% |
| 3Y | +51.6% | +45.1% | +6.5% | +22.2% |
| 5Y | +75.3% | +35.0% | +40.3% | +42.4% |
| 10Y | +278.8% | +469.0% | -190.2% | +48.5% |
| All | +6,620.0% | +4,151.6% | +2,468.3% | +1,239.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling