+237.6%
CFG vs TMF
-84.4%
+322.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.8% | -1.0% |
| 7D | -0.9% | +1.2% | -2.1% | -0.7% |
| 30D | +1.1% | +19.7% | -18.7% | +4.7% |
| 3M | -12.0% | -2.1% | -9.9% | -12.2% |
| 6M | -2.2% | -13.4% | +11.2% | -4.9% |
| YTD | +11.4% | -16.7% | +28.1% | +7.7% |
| 1Y | +27.8% | -23.3% | +51.2% | +21.6% |
| 3Y | +173.3% | -24.8% | +198.1% | +167.1% |
| 5Y | +62.4% | -88.0% | +150.5% | -11.9% |
| All | +237.6% | -84.4% | +322.0% | +161.9% |
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