+2,218.7%
CMG vs TMF
-70.3%
+2,289.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | +4.1% | -3.4% | +7.4% | +3.9% |
| 30D | +20.5% | +11.5% | +9.0% | +21.2% |
| 3M | +14.5% | -4.5% | +19.0% | +14.3% |
| 6M | +14.8% | -15.0% | +29.8% | +13.9% |
| YTD | -1.0% | -19.9% | +18.9% | -2.0% |
| 1Y | +22.9% | -26.6% | +49.5% | +21.1% |
| 3Y | -13.6% | -29.8% | +16.2% | -14.4% |
| 5Y | +0.9% | -88.2% | +89.1% | -11.3% |
| 10Y | +361.4% | -81.4% | +442.7% | +349.2% |
| All | +2,218.7% | -70.3% | +2,289.0% | +2,810.8% |
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 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