+219.8%
CFG vs TMF
-81.8%
+301.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -0.8% | -3.4% | +2.6% | -1.4% |
| 30D | +3.1% | +11.5% | -8.4% | +5.4% |
| 3M | -9.7% | -4.5% | -5.2% | -10.4% |
| 6M | +6.7% | -15.0% | +21.7% | +3.5% |
| YTD | +15.2% | -19.9% | +35.0% | +10.6% |
| 1Y | +28.8% | -26.6% | +55.3% | +21.5% |
| 3Y | +190.1% | -29.8% | +219.9% | +179.2% |
| 5Y | +63.4% | -88.2% | +151.6% | -10.9% |
| 10Y | +219.8% | -81.4% | +301.1% | +169.2% |
| All | +219.8% | -81.8% | +301.5% | +169.2% |
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