+11.8%
CG vs TMF
-87.5%
+99.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | -4.3% | -1.4% | -2.9% | -4.2% |
| 30D | -5.1% | -2.8% | -2.3% | -4.8% |
| 3M | +8.7% | -10.9% | +19.6% | +9.9% |
| 6M | -9.2% | -21.3% | +12.1% | -7.1% |
| YTD | -18.9% | -15.9% | -3.0% | -17.5% |
| 1Y | -25.6% | -15.7% | -9.9% | -24.5% |
| 3Y | +57.3% | -43.4% | +100.6% | +62.0% |
| All | +11.8% | -87.5% | +99.3% | +11.2% |
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 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