+500.3%
TTD vs CME
+305.5%
+194.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.1% |
| 7D | +20.8% | +2.7% | +18.1% | +19.5% |
| 30D | +27.1% | +13.5% | +13.6% | +20.6% |
| 3M | +14.7% | +20.9% | -6.2% | +5.9% |
| 6M | -26.8% | +11.5% | -38.3% | -30.6% |
| YTD | -59.2% | +19.5% | -78.7% | -62.6% |
| 1Y | -64.7% | +17.2% | -81.9% | -67.4% |
| 3Y | -75.8% | +65.1% | -141.0% | -81.8% |
| 5Y | -84.6% | +73.1% | -157.7% | -88.7% |
| All | +500.3% | +305.5% | +194.8% | +286.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling