-10.7%
CMG vs TMF
-15.2%
+4.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.6% |
| 7D | -2.8% | -1.4% | -1.4% | -2.8% |
| 30D | +7.1% | -2.8% | +10.0% | +7.2% |
| 3M | +31.2% | -10.9% | +42.1% | +31.7% |
| 6M | +0.7% | -21.3% | +22.0% | +1.2% |
| YTD | -0.1% | -15.9% | +15.8% | +1.0% |
| 1Y | -10.7% | -15.7% | +5.0% | -5.8% |
| All | -10.7% | -15.2% | +4.5% | -5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling