+88.5%
TFC vs CMS
+127.3%
-38.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.4% |
| 7D | +1.2% | -0.5% | +1.7% | +1.5% |
| 30D | +8.3% | +7.2% | +1.2% | +5.2% |
| 3M | -5.2% | -1.3% | -3.9% | -4.7% |
| 6M | -0.8% | -4.3% | +3.5% | +0.9% |
| YTD | +3.4% | +2.1% | +1.4% | +1.9% |
| 1Y | +17.0% | -0.6% | +17.6% | +16.5% |
| 3Y | +86.2% | +38.0% | +48.1% | +58.0% |
| 5Y | -2.3% | +33.6% | -35.9% | -17.3% |
| All | +88.5% | +127.3% | -38.7% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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