+208.5%
CFG vs TMF
-82.1%
+290.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.4% |
| 7D | +3.2% | -9.3% | +12.5% | +1.3% |
| 30D | +5.1% | +1.9% | +3.2% | +5.6% |
| 3M | -11.2% | -11.2% | 0.0% | -13.1% |
| 6M | +9.6% | -17.7% | +27.3% | +5.7% |
| YTD | +15.0% | -24.5% | +39.4% | +9.2% |
| 1Y | +29.9% | -29.4% | +59.3% | +21.7% |
| 3Y | +192.1% | -33.4% | +225.5% | +178.5% |
| 5Y | +62.3% | -88.7% | +151.0% | -11.9% |
| All | +208.5% | -82.1% | +290.6% | +158.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling