+280.6%
CME vs TFC
+97.4%
+183.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | -0.6% | -1.3% | +0.7% | -0.3% |
| 30D | +4.7% | -2.3% | +7.0% | +5.3% |
| 3M | +7.8% | +2.5% | +5.4% | +6.9% |
| 6M | -11.0% | +9.5% | -20.5% | -13.7% |
| YTD | +4.0% | +5.1% | -1.0% | +1.8% |
| 1Y | +9.1% | +15.5% | -6.4% | +3.7% |
| 3Y | +52.3% | +95.2% | -42.9% | +17.4% |
| 5Y | +76.1% | +14.5% | +61.6% | +58.6% |
| 10Y | +280.6% | +97.2% | +183.4% | +125.6% |
| All | +280.6% | +97.4% | +183.2% | +125.6% |
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