-38.3%
CAG vs TMF
-82.1%
+43.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.3% |
| 7D | -3.3% | -9.3% | +5.9% | -3.0% |
| 30D | +7.7% | +1.9% | +5.7% | +7.6% |
| 3M | -3.2% | -11.2% | +8.1% | -2.8% |
| 6M | +7.0% | -17.7% | +24.7% | +7.5% |
| YTD | -9.0% | -24.5% | +15.5% | -8.3% |
| 1Y | -9.6% | -29.4% | +19.8% | -8.8% |
| 3Y | -36.0% | -33.4% | -2.6% | -35.3% |
| 5Y | -40.9% | -88.7% | +47.8% | -41.2% |
| All | -38.3% | -82.1% | +43.8% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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