+3,909.1%
CMG vs TFC
+179.6%
+3,729.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.1% |
| 7D | +2.5% | +2.3% | +0.2% | +1.8% |
| 30D | +15.6% | +10.8% | +4.8% | +12.0% |
| 3M | +8.2% | -3.8% | +11.9% | +9.4% |
| 6M | +9.9% | +9.6% | +0.3% | +6.4% |
| YTD | -4.6% | +5.8% | -10.4% | -6.6% |
| 1Y | +12.4% | +16.2% | -3.7% | +7.0% |
| 3Y | -18.0% | +96.0% | -113.9% | -34.9% |
| 5Y | -5.3% | +1.7% | -7.0% | -10.5% |
| 10Y | +344.2% | +79.9% | +264.4% | +218.3% |
| All | +3,909.1% | +179.6% | +3,729.5% | +2,111.0% |
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