+1,024.9%
CME vs TMF
-68.9%
+1,093.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.2% |
| 7D | -1.6% | -1.4% | -0.1% | -1.8% |
| 30D | +6.2% | -2.8% | +9.1% | +5.9% |
| 3M | +10.4% | -10.9% | +21.3% | +9.0% |
| 6M | -9.5% | -21.3% | +11.8% | -12.0% |
| YTD | +6.0% | -15.9% | +21.9% | +4.0% |
| 1Y | +9.3% | -15.7% | +25.0% | +7.4% |
| 3Y | +57.7% | -43.4% | +101.0% | +50.0% |
| 5Y | +77.7% | -87.8% | +165.4% | +35.1% |
| 10Y | +281.2% | -86.7% | +368.0% | +221.3% |
| All | +1,024.9% | -68.9% | +1,093.7% | +1,471.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling