+61.8%
CME vs TMF
-30.8%
+92.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.9% | +5.4% | +1.5% |
| 7D | +1.7% | -1.1% | +2.7% | +1.6% |
| 30D | +10.2% | +11.8% | -1.6% | +10.3% |
| 3M | +17.8% | -4.0% | +21.8% | +17.6% |
| 6M | +11.0% | -16.5% | +27.5% | +10.7% |
| YTD | +17.0% | -19.9% | +36.9% | +16.8% |
| 1Y | +15.8% | -25.6% | +41.4% | +15.6% |
| 3Y | +61.8% | -29.9% | +91.6% | +66.7% |
| All | +61.8% | -30.8% | +92.5% | +66.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling