+17.1%
CME vs TT
-7.6%
+24.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -0.1% |
| 7D | +0.9% | -2.0% | +2.9% | +0.6% |
| 30D | +13.2% | -14.0% | +27.2% | +10.9% |
| 3M | +16.3% | -15.9% | +32.1% | +13.7% |
| 6M | +7.1% | -17.3% | +24.5% | +5.1% |
| YTD | +15.8% | +4.0% | +11.9% | +13.6% |
| 1Y | +17.1% | -7.1% | +24.2% | +14.8% |
| All | +17.1% | -7.6% | +24.7% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling