+153.3%
CNC vs TMF
-82.2%
+235.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.9% | +6.3% | +2.1% |
| 7D | +4.0% | -1.1% | +5.1% | +3.9% |
| 30D | +7.4% | +11.8% | -4.4% | +8.5% |
| 3M | +5.4% | -4.0% | +9.5% | +5.1% |
| 6M | +25.4% | -16.5% | +42.0% | +23.6% |
| YTD | +70.6% | -19.9% | +90.5% | +67.6% |
| 1Y | +104.9% | -25.6% | +130.5% | +99.9% |
| 3Y | -2.3% | -29.9% | +27.5% | -3.8% |
| 5Y | -6.5% | -88.2% | +81.8% | -31.4% |
| 10Y | +153.3% | -81.7% | +235.0% | +110.8% |
| All | +153.3% | -82.2% | +235.5% | +110.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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