+341.4%
CG vs TMF
-86.8%
+428.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -1.3% | +1.0% | -2.2% | -1.2% |
| 30D | -3.2% | -1.8% | -1.3% | -3.2% |
| 3M | +6.2% | -8.2% | +14.5% | +5.9% |
| 6M | -4.7% | -19.5% | +14.8% | -5.4% |
| YTD | -20.6% | -16.0% | -4.7% | -21.1% |
| 1Y | -26.4% | -22.5% | -3.9% | -27.0% |
| 3Y | +55.4% | -42.3% | +97.6% | +51.8% |
| 5Y | +9.8% | -87.7% | +97.5% | -13.8% |
| 10Y | +341.4% | -86.5% | +427.9% | +304.8% |
| All | +341.4% | -86.8% | +428.2% | +304.8% |
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 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