-80.9%
TTD vs CME
+76.2%
-157.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -4.6% | -0.6% | -4.0% | -4.4% |
| 30D | +3.7% | +4.7% | -1.0% | +2.3% |
| 3M | -30.2% | +7.8% | -38.0% | -31.8% |
| 6M | -51.4% | -11.0% | -40.4% | -49.9% |
| YTD | -63.4% | +4.0% | -67.5% | -64.2% |
| 1Y | -73.5% | +9.1% | -82.6% | -74.5% |
| 3Y | -83.5% | +52.3% | -135.7% | -87.4% |
| 5Y | -80.9% | +76.1% | -157.0% | -86.8% |
| All | -80.9% | +76.2% | -157.2% | -86.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling