-85.4%
TTD vs CME
+69.3%
-154.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.4% | +1.1% |
| 7D | +5.2% | +0.9% | +4.3% | +5.0% |
| 30D | +6.9% | +13.2% | -6.2% | +3.3% |
| 3M | -26.8% | +16.3% | -43.1% | -29.9% |
| 6M | -46.1% | +7.1% | -53.3% | -47.3% |
| YTD | -65.9% | +15.8% | -81.8% | -67.6% |
| 1Y | -71.8% | +17.1% | -88.9% | -73.3% |
| 3Y | -83.3% | +63.2% | -146.5% | -87.3% |
| All | -85.4% | +69.3% | -154.8% | -89.6% |
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