-7.6%
CMG vs TFC
+91.9%
-99.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.3% |
| 7D | -6.5% | -1.3% | -5.2% | -6.1% |
| 30D | +12.1% | -2.3% | +14.4% | +12.8% |
| 3M | +20.6% | +2.5% | +18.1% | +19.4% |
| 6M | +2.1% | +9.5% | -7.4% | -0.9% |
| YTD | -2.6% | +5.1% | -7.7% | -4.3% |
| 1Y | -8.7% | +15.5% | -24.2% | -12.3% |
| All | -7.6% | +91.9% | -99.4% | -15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling