-3.0%
CMG vs TMF
-87.6%
+84.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -1.5% | +1.0% | -2.4% | -1.5% |
| 30D | +12.7% | -1.8% | +14.6% | +12.8% |
| 3M | +26.3% | -8.2% | +34.5% | +26.7% |
| 6M | +4.5% | -19.5% | +24.0% | +5.3% |
| YTD | -0.1% | -16.0% | +15.9% | +0.5% |
| 1Y | -6.8% | -22.5% | +15.7% | -5.9% |
| 3Y | -5.0% | -42.3% | +37.3% | -4.1% |
| 5Y | -3.0% | -87.7% | +84.7% | -3.8% |
| All | -3.0% | -87.6% | +84.6% | -3.8% |
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 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