+6,781.2%
CME vs TT
+4,912.4%
+1,868.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | -1.6% | -0.2% | -1.3% | -1.5% |
| 30D | +6.2% | -7.4% | +13.6% | +9.5% |
| 3M | +10.4% | -3.2% | +13.6% | +10.9% |
| 6M | -9.5% | +1.1% | -10.6% | -11.6% |
| YTD | +6.0% | +15.6% | -9.6% | -2.6% |
| 1Y | +9.3% | +9.2% | +0.1% | +2.4% |
| 3Y | +57.7% | +124.4% | -66.7% | +2.1% |
| 5Y | +77.7% | +138.0% | -60.3% | +9.0% |
| 10Y | +281.2% | +886.4% | -605.1% | +13.6% |
| All | +6,781.2% | +4,912.4% | +1,868.8% | +785.1% |
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