+91.7%
CNC vs TMF
-86.2%
+177.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.8% | -0.9% |
| 7D | -4.9% | -0.9% | -4.0% | -4.9% |
| 30D | -3.8% | -1.0% | -2.8% | -3.8% |
| 3M | -3.2% | -11.3% | +8.0% | -4.1% |
| 6M | +47.9% | -22.7% | +70.6% | +45.2% |
| YTD | +55.7% | -17.3% | +73.0% | +53.7% |
| 1Y | +106.2% | -22.5% | +128.7% | +102.7% |
| 3Y | -2.1% | -43.2% | +41.2% | -5.4% |
| 5Y | +3.4% | -88.3% | +91.7% | -20.7% |
| 10Y | +91.7% | -86.0% | +177.7% | +82.3% |
| All | +91.7% | -86.2% | +177.9% | +82.3% |
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