+100.6%
CAG vs TMF
-70.3%
+170.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.4% | -2.4% |
| 7D | -1.8% | -3.4% | +1.6% | -1.8% |
| 30D | +9.7% | +11.5% | -1.8% | +9.9% |
| 3M | +0.5% | -4.5% | +5.0% | +0.4% |
| 6M | +8.9% | -15.0% | +23.9% | +8.6% |
| YTD | -8.4% | -19.9% | +11.5% | -8.8% |
| 1Y | -8.3% | -26.6% | +18.3% | -8.9% |
| 3Y | -36.1% | -29.8% | -6.3% | -36.3% |
| 5Y | -40.1% | -88.2% | +48.0% | -44.5% |
| 10Y | -36.9% | -81.4% | +44.5% | -38.2% |
| All | +100.6% | -70.3% | +170.9% | +120.8% |
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