+328.9%
CME vs TMF
-84.4%
+413.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.5% |
| 7D | +0.9% | +1.2% | -0.3% | +1.0% |
| 30D | +13.2% | +19.7% | -6.6% | +14.8% |
| 3M | +16.3% | -2.1% | +18.4% | +16.1% |
| 6M | +7.1% | -13.4% | +20.6% | +6.1% |
| YTD | +15.8% | -16.7% | +32.6% | +14.4% |
| 1Y | +17.1% | -23.3% | +40.4% | +14.9% |
| 3Y | +63.2% | -24.8% | +88.0% | +62.5% |
| 5Y | +70.2% | -88.0% | +158.3% | +36.3% |
| All | +328.9% | -84.4% | +413.3% | +271.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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