+10.9%
CMG vs TFC
+20.8%
-9.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.0% | +2.9% | +4.3% |
| 7D | +22.5% | +5.1% | +17.5% | +19.6% |
| 30D | +14.1% | +9.8% | +4.3% | +9.0% |
| 3M | +4.1% | -2.4% | +6.5% | +5.2% |
| 6M | +10.1% | +4.9% | +5.1% | +5.6% |
| YTD | -4.9% | +6.6% | -11.4% | -11.6% |
| 1Y | +10.9% | +21.3% | -10.4% | -14.8% |
| All | +10.9% | +20.8% | -9.9% | -14.8% |
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