+106.8%
CAG vs TMF
-69.2%
+175.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | +4.6% | +0.6% | +4.0% | +4.6% |
| 30D | +14.7% | +16.3% | -1.7% | +15.0% |
| 3M | +2.4% | -2.7% | +5.1% | +2.3% |
| 6M | +10.7% | -13.2% | +23.9% | +10.4% |
| YTD | -5.5% | -16.7% | +11.2% | -5.9% |
| 1Y | -4.6% | -22.7% | +18.1% | -5.1% |
| 3Y | -34.4% | -26.1% | -8.3% | -34.5% |
| 5Y | -39.2% | -88.4% | +49.3% | -43.8% |
| 10Y | -39.0% | -81.8% | +42.9% | -40.5% |
| All | +106.8% | -69.2% | +175.9% | +127.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling