-87.3%
TMF vs FGI
-74.8%
-12.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -25.2% | +23.8% | -1.3% |
| 7D | -9.3% | -14.4% | +5.1% | -9.2% |
| 30D | +1.9% | -11.8% | +13.7% | +1.9% |
| 3M | -11.2% | -46.2% | +35.0% | -11.2% |
| 6M | -17.7% | +5.2% | -22.9% | -17.8% |
| YTD | -24.5% | +10.5% | -35.0% | -24.1% |
| 1Y | -29.4% | +25.5% | -54.9% | -29.0% |
| 3Y | -33.4% | -16.0% | -17.4% | -32.4% |
| All | -87.3% | -74.8% | -12.5% | -87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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