-37.7%
CAG vs TMF
-86.4%
+48.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -5.7% | -5.1% | -0.6% | -5.5% |
| 30D | -2.4% | -4.6% | +2.2% | -2.3% |
| 3M | +9.8% | -16.6% | +26.4% | +10.3% |
| 6M | -10.8% | -19.9% | +9.0% | -10.3% |
| YTD | -10.8% | -20.2% | +9.3% | -10.3% |
| 1Y | -19.0% | -27.7% | +8.8% | -18.3% |
| 3Y | -39.7% | -43.9% | +4.2% | -39.2% |
| 5Y | -43.0% | -88.4% | +45.4% | -43.0% |
| All | -37.7% | -86.4% | +48.8% | -38.6% |
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