+365.8%
TTD vs CME
+273.4%
+92.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.8% | -2.4% |
| 7D | +1.7% | -2.9% | +4.6% | +2.9% |
| 30D | +1.6% | +5.5% | -3.9% | -0.7% |
| 3M | -27.8% | +11.0% | -38.8% | -31.2% |
| 6M | -52.1% | -9.7% | -42.4% | -50.3% |
| YTD | -63.1% | +4.9% | -67.9% | -64.2% |
| 1Y | -73.1% | +10.1% | -83.1% | -74.5% |
| 3Y | -83.3% | +53.5% | -136.8% | -87.2% |
| 5Y | -80.6% | +77.2% | -157.8% | -86.1% |
| All | +365.8% | +273.4% | +92.4% | +222.8% |
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