+88.9%
CME vs TLN
+683.0%
-594.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.2% | -7.7% | 0.0% |
| 7D | -0.6% | +9.1% | -9.6% | 0.0% |
| 30D | +8.5% | -4.1% | +12.6% | +8.5% |
| 3M | +16.0% | +4.4% | +11.6% | +16.7% |
| 6M | +9.3% | -6.0% | +15.4% | +9.8% |
| YTD | +15.3% | -3.1% | +18.4% | +16.1% |
| 1Y | +14.4% | -6.1% | +20.5% | +15.2% |
| 3Y | +59.9% | +575.3% | -515.4% | +43.2% |
| All | +88.9% | +683.0% | -594.1% | +63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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