+93.7%
TFC vs CMI
+147.2%
-53.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.2% | +0.7% |
| 7D | -2.5% | +0.8% | -3.3% | -2.8% |
| 30D | -2.8% | -12.8% | +9.9% | +2.2% |
| 3M | +2.1% | -12.4% | +14.6% | +5.9% |
| 6M | +10.1% | -0.9% | +11.0% | +6.4% |
| YTD | +5.4% | +8.9% | -3.4% | -4.0% |
| 1Y | +16.3% | +37.7% | -21.4% | -7.6% |
| All | +93.7% | +147.2% | -53.5% | +0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling