-16.0%
CAG vs TMF
-23.1%
+7.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.8% |
| 7D | -6.6% | -0.9% | -5.7% | -6.5% |
| 30D | +2.3% | -1.0% | +3.3% | +2.3% |
| 3M | +16.3% | -11.3% | +27.6% | +17.2% |
| 6M | -16.0% | -22.7% | +6.7% | -14.0% |
| YTD | -7.7% | -17.3% | +9.6% | -5.6% |
| 1Y | -16.0% | -22.5% | +6.4% | -13.0% |
| All | -16.0% | -23.1% | +7.0% | -13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling