+280.5%
CG vs TMF
-76.5%
+356.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -1.2% | +1.2% | -2.4% | -1.1% |
| 30D | +5.0% | +19.7% | -14.7% | +6.2% |
| 3M | -18.2% | -2.1% | -16.1% | -18.3% |
| 6M | -20.7% | -13.4% | -7.3% | -21.5% |
| YTD | -31.4% | -16.7% | -14.7% | -32.3% |
| 1Y | -22.3% | -23.3% | +1.1% | -23.7% |
| 3Y | +50.2% | -24.8% | +75.0% | +49.1% |
| 5Y | -22.1% | -88.0% | +66.0% | -39.9% |
| 10Y | +295.5% | -84.7% | +380.3% | +245.9% |
| All | +280.5% | -76.5% | +356.9% | +261.9% |
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