-26.4%
CG vs TMF
-21.2%
-5.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.1% |
| 7D | -1.3% | +1.0% | -2.2% | -1.5% |
| 30D | -3.2% | -1.8% | -1.3% | -2.7% |
| 3M | +6.2% | -8.2% | +14.5% | +7.4% |
| 6M | -4.7% | -19.5% | +14.8% | -1.5% |
| YTD | -20.6% | -16.0% | -4.7% | -18.1% |
| 1Y | -26.4% | -22.5% | -3.9% | -22.6% |
| All | -26.4% | -21.2% | -5.2% | -22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling