+299.5%
CME vs TFC
+90.1%
+209.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.4% | -1.0% |
| 7D | -0.6% | +0.3% | -0.9% | -0.7% |
| 30D | +8.5% | +9.2% | -0.6% | +5.9% |
| 3M | +16.0% | -2.9% | +18.9% | +16.8% |
| 6M | +9.3% | +3.5% | +5.8% | +7.9% |
| YTD | +15.3% | +5.4% | +9.9% | +12.6% |
| 1Y | +14.4% | +17.3% | -2.9% | +8.3% |
| 3Y | +59.9% | +96.7% | -36.8% | +23.8% |
| 5Y | +69.4% | -1.1% | +70.5% | +63.1% |
| 10Y | +299.5% | +84.7% | +214.8% | +149.8% |
| All | +299.5% | +90.1% | +209.4% | +149.8% |
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