+6,781.2%
CME vs TFC
+245.1%
+6,536.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.3% |
| 7D | -1.6% | +2.4% | -4.0% | -2.7% |
| 30D | +6.2% | -1.3% | +7.5% | +6.8% |
| 3M | +10.4% | +6.1% | +4.4% | +7.1% |
| 6M | -9.5% | +7.3% | -16.9% | -13.2% |
| YTD | +6.0% | +8.2% | -2.2% | +0.9% |
| 1Y | +9.3% | +14.4% | -5.2% | +1.0% |
| 3Y | +57.7% | +93.7% | -36.1% | +6.7% |
| 5Y | +77.7% | +16.4% | +61.3% | +43.6% |
| 10Y | +281.2% | +101.6% | +179.7% | +104.6% |
| All | +6,781.2% | +245.1% | +6,536.1% | +2,364.6% |
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 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