+325.9%
CMG vs TPR
+364.3%
-38.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +2.5% | -0.3% | +2.8% | +2.5% |
| 30D | +15.6% | +15.1% | +0.5% | +12.5% |
| 3M | +8.2% | +3.5% | +4.7% | +7.4% |
| 6M | +9.9% | +0.4% | +9.4% | +8.8% |
| YTD | -4.6% | +4.6% | -9.2% | -6.8% |
| 1Y | +12.4% | +33.1% | -20.7% | +4.8% |
| 3Y | -18.0% | +396.0% | -413.9% | -41.9% |
| 5Y | -5.3% | +230.3% | -235.6% | -29.4% |
| All | +325.9% | +364.3% | -38.4% | +168.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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