+2,640.5%
TFC vs CMI
+19,796.6%
-17,156.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.3% | -2.2% |
| 7D | +2.2% | +1.9% | +0.4% | +1.5% |
| 30D | -2.5% | -12.5% | +10.0% | +2.5% |
| 3M | +4.5% | -16.2% | +20.8% | +10.6% |
| 6M | +11.0% | +4.9% | +6.1% | +7.1% |
| YTD | +5.9% | +11.1% | -5.2% | -0.7% |
| 1Y | +14.6% | +43.4% | -28.8% | -3.0% |
| 3Y | +96.7% | +154.1% | -57.3% | +33.2% |
| 5Y | +15.6% | +169.5% | -153.9% | -23.1% |
| 10Y | +98.6% | +503.8% | -405.2% | +1.1% |
| All | +2,640.5% | +19,796.6% | -17,156.0% | +466.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling