+329.6%
TTD vs CME
+312.4%
+17.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.4% | +1.1% |
| 7D | +5.2% | +0.9% | +4.3% | +4.8% |
| 30D | +6.9% | +13.2% | -6.2% | +1.5% |
| 3M | -26.8% | +16.3% | -43.1% | -31.4% |
| 6M | -46.1% | +7.1% | -53.3% | -48.1% |
| YTD | -65.9% | +15.8% | -81.8% | -68.4% |
| 1Y | -71.8% | +17.1% | -88.9% | -74.0% |
| 3Y | -83.3% | +63.2% | -146.5% | -87.4% |
| 5Y | -81.1% | +70.2% | -151.4% | -86.1% |
| 10Y | +441.7% | +337.0% | +104.7% | +176.6% |
| All | +329.6% | +312.4% | +17.2% | +185.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling