-21.5%
CG vs TMF
-88.6%
+67.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.2% |
| 7D | +0.2% | -9.3% | +9.4% | +1.4% |
| 30D | +11.2% | +1.9% | +9.2% | +11.0% |
| 3M | -22.1% | -11.2% | -10.9% | -21.0% |
| 6M | -17.9% | -17.7% | -0.2% | -16.1% |
| YTD | -31.3% | -24.5% | -6.8% | -29.2% |
| 1Y | -24.0% | -29.4% | +5.5% | -21.1% |
| 3Y | +45.0% | -33.4% | +78.4% | +48.1% |
| All | -21.5% | -88.6% | +67.2% | -20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling