-65.5%
TTD vs CME
+15.2%
-80.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | -0.4% | +15.9% | +15.5% |
| 7D | +19.0% | -0.6% | +19.5% | +19.0% |
| 30D | +23.6% | +8.5% | +15.1% | +22.3% |
| 3M | +8.2% | +16.0% | -7.9% | +6.3% |
| 6M | -35.3% | +9.3% | -44.7% | -36.6% |
| YTD | -60.7% | +15.3% | -76.0% | -61.8% |
| All | -65.5% | +15.2% | -80.6% | -66.1% |
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