+8.6%
CME vs TFC
+13.9%
-5.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.3% |
| 7D | -1.1% | -1.3% | +0.2% | -1.1% |
| 30D | +4.2% | -2.3% | +6.5% | +4.3% |
| 3M | +7.3% | +2.5% | +4.9% | +7.5% |
| 6M | -11.4% | +9.5% | -20.9% | -11.1% |
| YTD | +3.5% | +5.1% | -1.5% | +3.6% |
| 1Y | +8.6% | +15.5% | -6.9% | +6.5% |
| All | +8.6% | +13.9% | -5.3% | +6.5% |
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