+328.9%
CME vs TT
+764.8%
-435.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -1.1% |
| 7D | +0.9% | -2.0% | +2.9% | +1.4% |
| 30D | +13.2% | -14.0% | +27.2% | +17.4% |
| 3M | +16.3% | -15.9% | +32.1% | +21.2% |
| 6M | +7.1% | -17.3% | +24.5% | +11.5% |
| YTD | +15.8% | +4.0% | +11.9% | +11.7% |
| 1Y | +17.1% | -7.1% | +24.2% | +16.8% |
| 3Y | +63.2% | +90.2% | -27.1% | +21.2% |
| 5Y | +70.2% | +131.1% | -60.9% | +13.4% |
| All | +328.9% | +764.8% | -435.9% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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