+95.6%
TFC vs CMI
+516.5%
-420.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.6% |
| 7D | -2.4% | -0.7% | -1.7% | -2.0% |
| 30D | -3.4% | -12.4% | +9.0% | +4.8% |
| 3M | +0.4% | -14.8% | +15.2% | +9.1% |
| 6M | +12.7% | +0.8% | +11.9% | +7.2% |
| YTD | +5.6% | +10.2% | -4.6% | -7.1% |
| 1Y | +16.0% | +37.4% | -21.4% | -13.9% |
| 3Y | +94.0% | +153.3% | -59.3% | -11.5% |
| 5Y | +16.2% | +167.6% | -151.4% | -49.8% |
| All | +95.6% | +516.5% | -420.9% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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