+17.2%
CME vs TFC
+14.6%
+2.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +13.5% |
| 3M | +20.9% | -4.3% | +25.2% | +20.7% |
| 6M | +11.5% | +5.4% | +6.1% | +12.4% |
| YTD | +19.5% | +4.5% | +15.0% | +20.7% |
| 1Y | +17.2% | +14.0% | +3.2% | +20.8% |
| All | +17.2% | +14.6% | +2.6% | +20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling