+173.3%
CFG vs TMF
-25.3%
+198.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.8% | -0.9% |
| 7D | -0.9% | +1.2% | -2.1% | -1.0% |
| 30D | +1.1% | +19.7% | -18.7% | +0.1% |
| 3M | -12.0% | -2.1% | -9.9% | -12.0% |
| 6M | -2.2% | -13.4% | +11.2% | -1.7% |
| YTD | +11.4% | -16.7% | +28.1% | +12.1% |
| 1Y | +27.8% | -23.3% | +51.2% | +29.0% |
| 3Y | +173.3% | -24.8% | +198.1% | +155.0% |
| All | +173.3% | -25.3% | +198.6% | +155.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling