+24.5%
TMO vs CME
+9.8%
+14.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.1% |
| 7D | -0.6% | -1.6% | +0.9% | -0.8% |
| 30D | +1.1% | +5.6% | -4.5% | +1.6% |
| 3M | +28.3% | +5.6% | +22.7% | +28.4% |
| 6M | +23.3% | -8.3% | +31.5% | +20.0% |
| YTD | +5.5% | +4.3% | +1.1% | +5.8% |
| 1Y | +24.5% | +9.1% | +15.5% | +33.3% |
| All | +24.5% | +9.8% | +14.8% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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