+299.6%
CG vs TMF
-77.3%
+377.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.4% | -1.7% |
| 7D | +2.0% | -1.1% | +3.0% | +1.9% |
| 30D | +8.5% | +11.8% | -3.3% | +9.3% |
| 3M | -12.1% | -4.0% | -8.1% | -12.4% |
| 6M | -16.4% | -16.5% | +0.1% | -17.5% |
| YTD | -28.0% | -19.9% | -8.1% | -29.0% |
| 1Y | -18.9% | -25.6% | +6.7% | -20.5% |
| 3Y | +51.2% | -29.9% | +81.1% | +49.3% |
| 5Y | -15.9% | -88.2% | +72.4% | -35.0% |
| 10Y | +305.9% | -81.7% | +387.6% | +265.8% |
| All | +299.6% | -77.3% | +377.0% | +279.2% |
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 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