+63.2%
CME vs TLN
+538.9%
-475.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.1% | -7.5% | 0.0% |
| 7D | +0.9% | -1.3% | +2.2% | +0.9% |
| 30D | +13.2% | -10.5% | +23.7% | +12.6% |
| 3M | +16.3% | +0.1% | +16.2% | +16.6% |
| 6M | +7.1% | -17.4% | +24.5% | +6.9% |
| YTD | +15.8% | -9.7% | +25.5% | +16.2% |
| 1Y | +17.1% | -12.3% | +29.3% | +17.4% |
| 3Y | +63.2% | +528.3% | -465.1% | +42.1% |
| All | +63.2% | +538.9% | -475.8% | +42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling