+358.4%
CMG vs TMF
-82.2%
+440.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.4% | +0.6% |
| 7D | +8.0% | -1.1% | +9.1% | +8.0% |
| 30D | +13.7% | +11.8% | +1.9% | +13.4% |
| 3M | +11.8% | -4.0% | +15.8% | +11.8% |
| 6M | +10.6% | -16.5% | +27.1% | +11.0% |
| YTD | -2.9% | -19.9% | +17.0% | -2.5% |
| 1Y | +17.8% | -25.6% | +43.4% | +18.5% |
| 3Y | -15.3% | -29.9% | +14.6% | -15.2% |
| 5Y | -0.9% | -88.2% | +87.4% | -0.3% |
| 10Y | +358.4% | -81.7% | +440.1% | +374.7% |
| All | +358.4% | -82.2% | +440.6% | +374.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling