+96.6%
TFC vs CMS
+36.5%
+60.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +2.4% | +0.4% | +2.1% | +2.3% |
| 30D | -1.3% | -3.6% | +2.3% | 0.0% |
| 3M | +6.1% | -1.9% | +8.0% | +6.6% |
| 6M | +7.3% | -11.0% | +18.3% | +11.5% |
| YTD | +8.2% | +0.2% | +8.0% | +7.3% |
| 1Y | +14.4% | -1.3% | +15.7% | +13.9% |
| All | +96.6% | +36.5% | +60.2% | +56.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling