+7,496.8%
CME vs TT
+4,609.3%
+2,887.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +1.7% | +0.8% | +0.8% | +1.2% |
| 30D | +10.2% | -11.8% | +21.9% | +15.2% |
| 3M | +17.8% | -11.6% | +29.4% | +22.8% |
| 6M | +11.0% | -9.3% | +20.3% | +13.3% |
| YTD | +17.0% | +8.9% | +8.2% | +9.4% |
| 1Y | +15.8% | -2.2% | +18.0% | +13.1% |
| 3Y | +61.8% | +91.9% | -30.1% | +12.3% |
| 5Y | +72.5% | +136.0% | -63.5% | +5.2% |
| 10Y | +288.0% | +734.7% | -446.7% | +24.1% |
| All | +7,496.8% | +4,609.3% | +2,887.4% | +894.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling