+17.0%
TFC vs CMS
-0.8%
+17.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.6% |
| 7D | +1.2% | -0.5% | +1.7% | +1.4% |
| 30D | +8.3% | +7.2% | +1.2% | +6.8% |
| 3M | -5.2% | -1.3% | -3.9% | -5.0% |
| 6M | -0.8% | -4.3% | +3.5% | -0.4% |
| YTD | +3.4% | +2.1% | +1.4% | +3.3% |
| 1Y | +17.0% | -0.6% | +17.6% | +17.3% |
| All | +17.0% | -0.8% | +17.8% | +17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling