+73.1%
CME vs TT
+136.9%
-63.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +2.7% | +8.1% | -5.4% | +2.0% |
| 30D | +13.5% | -11.3% | +24.8% | +14.7% |
| 3M | +20.9% | -11.2% | +32.1% | +22.1% |
| 6M | +11.5% | -8.9% | +20.4% | +12.0% |
| YTD | +19.5% | +9.7% | +9.7% | +16.4% |
| 1Y | +17.2% | +1.3% | +16.0% | +15.6% |
| 3Y | +65.1% | +93.4% | -28.2% | +37.0% |
| 5Y | +73.1% | +133.5% | -60.4% | +30.7% |
| All | +73.1% | +136.9% | -63.7% | +30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling