+104.9%
CNC vs TMF
-25.6%
+130.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.9% | +6.3% | +3.0% |
| 7D | +4.0% | -1.1% | +5.1% | +4.2% |
| 30D | +7.4% | +11.8% | -4.4% | +5.7% |
| 3M | +5.4% | -4.0% | +9.5% | +5.9% |
| 6M | +25.4% | -16.5% | +42.0% | +28.4% |
| YTD | +70.6% | -19.9% | +90.5% | +81.1% |
| 1Y | +104.9% | -25.6% | +130.5% | +131.1% |
| All | +104.9% | -25.6% | +130.5% | +131.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling