+271.0%
CG vs TMF
-81.8%
+352.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.4% | +0.2% | -4.4% |
| 7D | -1.5% | -8.2% | +6.7% | -1.7% |
| 30D | +5.7% | +5.3% | +0.3% | +5.9% |
| 3M | -17.9% | -8.5% | -9.4% | -18.1% |
| 6M | -20.2% | -17.2% | -3.0% | -20.7% |
| YTD | -32.0% | -23.4% | -8.6% | -32.6% |
| 1Y | -27.0% | -30.2% | +3.2% | -28.0% |
| 3Y | +42.8% | -32.9% | +75.7% | +41.8% |
| 5Y | -23.4% | -88.5% | +65.1% | -40.6% |
| All | +271.0% | -81.8% | +352.8% | +240.2% |
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