-39.1%
CAG vs TMF
-81.8%
+42.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.4% | +2.5% | -1.7% |
| 7D | -6.2% | -8.2% | +2.0% | -5.9% |
| 30D | +7.4% | +5.3% | +2.1% | +7.3% |
| 3M | -1.6% | -8.5% | +6.9% | -1.4% |
| 6M | +6.3% | -17.2% | +23.5% | +6.9% |
| YTD | -10.1% | -23.4% | +13.3% | -9.5% |
| 1Y | -10.2% | -30.2% | +20.0% | -9.4% |
| 3Y | -37.3% | -32.9% | -4.4% | -36.7% |
| 5Y | -41.6% | -88.5% | +47.0% | -41.9% |
| All | -39.1% | -81.8% | +42.8% | -40.7% |
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