+320.3%
CFG vs TMF
-77.0%
+397.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.0% |
| 7D | -2.2% | +2.7% | -4.9% | -1.6% |
| 30D | +0.4% | +19.3% | -18.9% | +4.3% |
| 3M | -12.6% | -3.7% | -8.9% | -13.2% |
| 6M | +0.6% | -11.3% | +11.9% | -1.8% |
| YTD | +12.4% | -16.6% | +29.0% | +8.4% |
| 1Y | +27.7% | -21.1% | +48.8% | +21.7% |
| 3Y | +172.4% | -26.8% | +199.2% | +163.1% |
| 5Y | +64.0% | -88.0% | +152.0% | -9.2% |
| 10Y | +252.8% | -84.7% | +337.5% | +167.4% |
| All | +320.3% | -77.0% | +397.3% | +266.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling