+100.1%
CME vs TE
-80.5%
+180.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.8% | +0.8% |
| 7D | +3.9% | -19.1% | +23.0% | +3.8% |
| 30D | +11.3% | -34.1% | +45.5% | +11.1% |
| 3M | +19.6% | -60.1% | +79.7% | +19.2% |
| 6M | +8.1% | -66.0% | +74.0% | +7.4% |
| YTD | +20.4% | -71.4% | +91.8% | +19.6% |
| 1Y | +16.5% | -45.3% | +61.8% | +15.2% |
| 3Y | +66.4% | +9.1% | +57.3% | +61.3% |
| 5Y | +74.5% | -82.6% | +157.1% | +77.8% |
| All | +100.1% | -80.5% | +180.6% | +89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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