+379.4%
TTD vs CME
+277.5%
+101.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.3% |
| 7D | +6.3% | -1.6% | +7.9% | +7.0% |
| 30D | -23.9% | +6.2% | -30.1% | -25.8% |
| 3M | -31.4% | +10.4% | -41.8% | -34.4% |
| 6M | -42.7% | -9.5% | -33.1% | -40.6% |
| YTD | -62.0% | +6.0% | -68.0% | -63.4% |
| 1Y | -72.2% | +9.3% | -81.5% | -73.6% |
| 3Y | -81.9% | +57.7% | -139.6% | -86.3% |
| 5Y | -81.5% | +77.7% | -159.2% | -86.8% |
| All | +379.4% | +277.5% | +101.9% | +230.8% |
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 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