+305.8%
CME vs TPR
+378.8%
-73.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +2.4% |
| 7D | +2.5% | +6.4% | -3.9% | +1.6% |
| 30D | +13.9% | +13.8% | +0.2% | +11.9% |
| 3M | +22.4% | -16.6% | +39.0% | +24.7% |
| 6M | +12.9% | +0.7% | +12.2% | +12.0% |
| YTD | +19.6% | +5.3% | +14.3% | +17.3% |
| 1Y | +17.7% | +32.4% | -14.7% | +11.6% |
| 3Y | +65.3% | +406.4% | -341.1% | +22.0% |
| 5Y | +75.1% | +227.9% | -152.8% | +35.9% |
| 10Y | +305.8% | +371.7% | -66.0% | +146.7% |
| All | +305.8% | +378.8% | -73.1% | +146.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling