+98.6%
TFC vs CMS
+117.1%
-18.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.3% |
| 7D | +2.2% | +1.2% | +1.0% | +1.7% |
| 30D | -2.5% | -3.2% | +0.7% | -1.2% |
| 3M | +4.5% | -2.2% | +6.8% | +5.4% |
| 6M | +11.0% | -9.4% | +20.4% | +15.3% |
| YTD | +5.9% | +0.7% | +5.2% | +5.0% |
| 1Y | +14.6% | +0.4% | +14.2% | +13.5% |
| 3Y | +96.7% | +35.2% | +61.5% | +68.9% |
| 5Y | +15.6% | +24.1% | -8.6% | +1.3% |
| 10Y | +98.6% | +115.8% | -17.2% | +77.9% |
| All | +98.6% | +117.1% | -18.5% | +77.9% |
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