+51.6%
CME vs TNA
+105.9%
-54.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -1.0% |
| 7D | -0.6% | -3.6% | +3.0% | -0.8% |
| 30D | +4.7% | -10.1% | +14.7% | +4.3% |
| 3M | +7.8% | +2.7% | +5.1% | +8.0% |
| 6M | -11.0% | +38.4% | -49.4% | -10.0% |
| YTD | +4.0% | +45.4% | -41.4% | +5.4% |
| 1Y | +9.1% | +55.9% | -46.8% | +10.9% |
| All | +51.6% | +105.9% | -54.4% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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