+4,100.0%
CMG vs TFC
+186.0%
+3,914.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -2.8% | +2.4% | -5.2% | -3.6% |
| 30D | +7.1% | -1.3% | +8.4% | +7.5% |
| 3M | +31.2% | +6.1% | +25.1% | +28.4% |
| 6M | +0.7% | +7.3% | -6.7% | -1.8% |
| YTD | -0.1% | +8.2% | -8.3% | -2.8% |
| 1Y | -10.7% | +14.4% | -25.2% | -14.8% |
| 3Y | -4.7% | +93.7% | -98.4% | -24.4% |
| 5Y | -3.8% | +16.4% | -20.1% | -13.0% |
| 10Y | +352.5% | +101.6% | +250.9% | +211.8% |
| All | +4,100.0% | +186.0% | +3,914.0% | +2,200.6% |
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