+1,751.4%
CME vs TNA
+781.2%
+970.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.0% |
| 7D | +3.9% | +3.7% | +0.2% | +3.0% |
| 30D | +11.3% | +4.4% | +7.0% | +9.7% |
| 3M | +19.6% | -26.7% | +46.2% | +26.1% |
| 6M | +8.1% | -12.8% | +20.9% | +8.7% |
| YTD | +20.4% | +22.7% | -2.3% | +10.8% |
| 1Y | +16.5% | +35.7% | -19.2% | +4.5% |
| 3Y | +66.4% | +134.6% | -68.1% | +15.9% |
| 5Y | +74.5% | -46.0% | +120.4% | +53.6% |
| 10Y | +308.5% | +38.0% | +270.4% | +103.9% |
| All | +1,751.4% | +781.2% | +970.2% | +141.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling