+15.7%
TFC vs CMS
-2.8%
+18.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -1.2% | -1.1% | -0.1% | -0.9% |
| 30D | +7.8% | +6.6% | +1.2% | +6.4% |
| 3M | -3.0% | +0.8% | -3.8% | -3.2% |
| 6M | +5.8% | -3.3% | +9.1% | +6.0% |
| YTD | +5.3% | +2.7% | +2.6% | +5.4% |
| 1Y | +15.7% | -4.0% | +19.7% | +15.9% |
| All | +15.7% | -2.8% | +18.5% | +15.9% |
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 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