+350.2%
CG vs TMF
-76.2%
+426.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.6% |
| 7D | -4.3% | -1.4% | -2.9% | -4.4% |
| 30D | -5.1% | -2.8% | -2.3% | -5.3% |
| 3M | +8.7% | -10.9% | +19.6% | +7.8% |
| 6M | -9.2% | -21.3% | +12.1% | -10.7% |
| YTD | -18.9% | -15.9% | -3.0% | -19.8% |
| 1Y | -25.6% | -15.7% | -9.9% | -26.4% |
| 3Y | +57.3% | -43.4% | +100.6% | +51.6% |
| 5Y | +10.2% | -87.8% | +97.9% | -14.5% |
| 10Y | +364.2% | -86.7% | +451.0% | +297.1% |
| All | +350.2% | -76.2% | +426.4% | +328.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling