+300.3%
CME vs TFC
+77.1%
+223.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | +2.7% | +0.1% | +2.6% | +2.7% |
| 30D | +13.5% | +8.6% | +4.8% | +10.9% |
| 3M | +20.9% | -4.3% | +25.2% | +22.2% |
| 6M | +11.5% | +5.4% | +6.1% | +9.5% |
| YTD | +19.5% | +4.5% | +15.0% | +17.0% |
| 1Y | +17.2% | +14.0% | +3.2% | +11.9% |
| 3Y | +65.1% | +93.4% | -28.2% | +28.6% |
| 5Y | +73.1% | +0.5% | +72.6% | +65.3% |
| All | +300.3% | +77.1% | +223.2% | +162.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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