+88.5%
TFC vs CMS
+125.4%
-36.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | 0.0% |
| 7D | +1.2% | -1.3% | +2.5% | +1.8% |
| 30D | +8.3% | +6.3% | +2.0% | +5.5% |
| 3M | -5.2% | -2.1% | -3.1% | -4.4% |
| 6M | -0.8% | -5.1% | +4.3% | +1.2% |
| YTD | +3.4% | +1.3% | +2.2% | +2.3% |
| 1Y | +17.0% | -1.4% | +18.4% | +16.9% |
| 3Y | +86.2% | +36.9% | +49.2% | +58.6% |
| 5Y | -2.3% | +32.5% | -34.8% | -17.0% |
| All | +88.5% | +125.4% | -36.9% | +76.7% |
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