+322.0%
CMG vs TFC
+98.7%
+223.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -2.1% | -2.4% | +0.4% | -1.4% |
| 30D | +10.9% | -3.4% | +14.3% | +11.9% |
| 3M | +15.8% | +0.4% | +15.4% | +15.4% |
| 6M | +6.9% | +12.7% | -5.7% | +3.2% |
| YTD | -2.2% | +5.6% | -7.7% | -3.8% |
| 1Y | -7.1% | +16.0% | -23.1% | -11.0% |
| 3Y | -7.1% | +94.0% | -101.1% | -23.5% |
| 5Y | -4.8% | +16.2% | -20.9% | -11.6% |
| All | +322.0% | +98.7% | +223.3% | +206.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling