+7,384.4%
CME vs TFC
+236.3%
+7,148.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.4% | -1.3% |
| 7D | -0.6% | +0.3% | -0.9% | -0.7% |
| 30D | +8.5% | +9.2% | -0.6% | +4.3% |
| 3M | +16.0% | -2.9% | +18.9% | +17.3% |
| 6M | +9.3% | +3.5% | +5.8% | +6.8% |
| YTD | +15.3% | +5.4% | +9.9% | +10.8% |
| 1Y | +14.4% | +17.3% | -2.9% | +4.6% |
| 3Y | +59.9% | +96.7% | -36.8% | +8.1% |
| 5Y | +69.4% | -1.1% | +70.5% | +48.9% |
| 10Y | +299.5% | +84.7% | +214.8% | +124.2% |
| All | +7,384.4% | +236.3% | +7,148.1% | +2,606.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling