-4.1%
CNC vs TMF
-29.8%
+25.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | +3.0% | +0.6% | +2.4% | +3.0% |
| 30D | +4.9% | +16.3% | -11.4% | +3.5% |
| 3M | +4.2% | -2.7% | +6.9% | +4.3% |
| 6M | +22.5% | -13.2% | +35.7% | +23.7% |
| YTD | +66.6% | -16.7% | +83.2% | +69.1% |
| 1Y | +82.5% | -22.7% | +105.2% | +86.4% |
| 3Y | -4.1% | -26.1% | +22.0% | -1.4% |
| All | -4.1% | -29.8% | +25.7% | -1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling