+1,260.5%
CNC vs TMF
-68.9%
+1,329.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.4% |
| 7D | +3.5% | -1.4% | +5.0% | +3.4% |
| 30D | +0.1% | -2.8% | +2.9% | -0.2% |
| 3M | +6.9% | -10.9% | +17.8% | +5.7% |
| 6M | +49.0% | -21.3% | +70.3% | +45.4% |
| YTD | +62.9% | -15.9% | +78.8% | +60.2% |
| 1Y | +134.0% | -15.7% | +149.7% | +130.4% |
| 3Y | +9.4% | -43.4% | +52.8% | +4.3% |
| 5Y | +4.1% | -87.8% | +91.9% | -19.1% |
| 10Y | +95.4% | -86.7% | +182.1% | +63.9% |
| All | +1,260.5% | -68.9% | +1,329.4% | +1,271.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling