+1,530.1%
CME vs TNA
+1,004.3%
+525.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | +6.2% | -4.9% | +11.1% | +7.1% |
| 3M | +10.4% | +0.4% | +10.0% | +9.2% |
| 6M | -9.5% | +32.5% | -42.1% | -16.7% |
| YTD | +6.0% | +53.7% | -47.7% | -6.0% |
| 1Y | +9.3% | +65.1% | -55.8% | -5.8% |
| 3Y | +57.7% | +98.4% | -40.8% | +15.1% |
| 5Y | +77.7% | -22.5% | +100.2% | +44.3% |
| 10Y | +281.2% | +82.5% | +198.7% | +79.1% |
| All | +1,530.1% | +1,004.3% | +525.8% | +104.6% |
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