+3,155.2%
TMO vs CME
+7,387.0%
-4,231.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.5% |
| 7D | +0.4% | -2.9% | +3.3% | +1.2% |
| 30D | +1.5% | +5.5% | -4.0% | 0.0% |
| 3M | +28.5% | +11.0% | +17.6% | +24.6% |
| 6M | +20.4% | -9.7% | +30.1% | +22.9% |
| YTD | +4.3% | +4.9% | -0.6% | +2.0% |
| 1Y | +24.1% | +10.1% | +14.0% | +19.6% |
| 3Y | +17.5% | +53.5% | -36.0% | +1.9% |
| 5Y | +6.8% | +77.2% | -70.4% | -11.4% |
| 10Y | +311.9% | +282.1% | +29.7% | +167.3% |
| All | +3,155.2% | +7,387.0% | -4,231.7% | +952.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling