-41.3%
CAG vs TMF
-87.6%
+46.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -5.3% | +1.0% | -6.3% | -5.3% |
| 30D | +1.0% | -1.8% | +2.8% | +1.1% |
| 3M | +17.4% | -8.2% | +25.6% | +17.9% |
| 6M | -16.8% | -19.5% | +2.7% | -15.9% |
| YTD | -6.8% | -16.0% | +9.2% | -6.0% |
| 1Y | -15.4% | -22.5% | +7.1% | -14.3% |
| 3Y | -37.1% | -42.3% | +5.2% | -36.2% |
| 5Y | -41.3% | -87.7% | +46.4% | -41.4% |
| All | -41.3% | -87.6% | +46.4% | -41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling