-4.1%
CMG vs TMF
-88.6%
+84.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.4% |
| 7D | +2.5% | -9.3% | +11.7% | +2.9% |
| 30D | +15.6% | +1.9% | +13.7% | +15.5% |
| 3M | +8.2% | -11.2% | +19.4% | +8.7% |
| 6M | +9.9% | -17.7% | +27.6% | +10.7% |
| YTD | -4.6% | -24.5% | +19.8% | -3.7% |
| 1Y | +12.4% | -29.4% | +41.9% | +13.9% |
| 3Y | -18.0% | -33.4% | +15.5% | -17.7% |
| All | -4.1% | -88.6% | +84.5% | -5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling