+396.0%
TTD vs CME
+310.6%
+85.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | -0.4% | +15.9% | +15.7% |
| 7D | +19.0% | -0.6% | +19.5% | +19.2% |
| 30D | +23.6% | +8.5% | +15.1% | +19.3% |
| 3M | +8.2% | +16.0% | -7.9% | +1.5% |
| 6M | -35.3% | +9.3% | -44.7% | -38.2% |
| YTD | -60.7% | +15.3% | -76.0% | -63.4% |
| 1Y | -65.3% | +14.4% | -79.7% | -67.7% |
| 3Y | -80.6% | +59.9% | -140.5% | -85.2% |
| 5Y | -84.6% | +69.4% | -154.1% | -88.7% |
| 10Y | +550.5% | +299.5% | +251.0% | +264.6% |
| All | +396.0% | +310.6% | +85.4% | +230.1% |
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 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