+79.1%
CME vs TFC
+16.2%
+62.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.3% |
| 7D | -1.6% | +2.4% | -4.0% | -1.7% |
| 30D | +6.2% | -1.3% | +7.5% | +6.3% |
| 3M | +10.4% | +6.1% | +4.4% | +10.0% |
| 6M | -9.5% | +7.3% | -16.9% | -10.0% |
| YTD | +6.0% | +8.2% | -2.2% | +5.3% |
| 1Y | +9.3% | +14.4% | -5.2% | +8.1% |
| 3Y | +57.7% | +93.7% | -36.1% | +45.8% |
| All | +79.1% | +16.2% | +62.9% | +78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling