+71.0%
CME vs TMF
-88.0%
+159.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | +0.9% | +1.2% | -0.3% | +0.9% |
| 30D | +13.2% | +19.7% | -6.6% | +13.3% |
| 3M | +16.3% | -2.1% | +18.4% | +16.2% |
| 6M | +7.1% | -13.4% | +20.6% | +7.0% |
| YTD | +15.8% | -16.7% | +32.6% | +15.7% |
| 1Y | +17.1% | -23.3% | +40.4% | +17.0% |
| 3Y | +63.2% | -24.8% | +88.0% | +63.0% |
| All | +71.0% | -88.0% | +159.0% | +60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling