+299.5%
CME vs TT
+782.6%
-483.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.7% | -5.1% | -1.7% |
| 7D | -0.6% | +1.7% | -2.3% | -1.1% |
| 30D | +8.5% | -11.8% | +20.4% | +11.8% |
| 3M | +16.0% | -12.6% | +28.6% | +19.7% |
| 6M | +9.3% | -9.4% | +18.7% | +10.9% |
| YTD | +15.3% | +8.8% | +6.5% | +9.8% |
| 1Y | +14.4% | -2.5% | +16.9% | +12.6% |
| 3Y | +59.9% | +95.7% | -35.7% | +18.4% |
| 5Y | +69.4% | +135.7% | -66.3% | +13.1% |
| 10Y | +299.5% | +750.6% | -451.1% | +51.3% |
| All | +299.5% | +782.6% | -483.1% | +51.3% |
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