-34.2%
CAG vs TMF
-82.2%
+48.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | -0.5% |
| 7D | +6.6% | -1.1% | +7.7% | +6.7% |
| 30D | +13.9% | +11.8% | +2.1% | +13.6% |
| 3M | +4.0% | -4.0% | +8.1% | +4.1% |
| 6M | +10.0% | -16.5% | +26.5% | +10.5% |
| YTD | -6.1% | -19.9% | +13.8% | -5.7% |
| 1Y | -4.3% | -25.6% | +21.3% | -3.7% |
| 3Y | -34.6% | -29.9% | -4.7% | -34.0% |
| 5Y | -39.4% | -88.2% | +48.8% | -40.0% |
| 10Y | -34.2% | -81.7% | +47.5% | -35.4% |
| All | -34.2% | -82.2% | +48.0% | -35.4% |
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