-23.3%
TMF vs FGI
+46.9%
-70.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.2% |
| 7D | +1.2% | -7.0% | +8.2% | +1.3% |
| 30D | +19.7% | -4.2% | +24.0% | +19.8% |
| 3M | -2.1% | +55.6% | -57.7% | -3.2% |
| 6M | -13.4% | -3.2% | -10.3% | -14.3% |
| YTD | -16.7% | +29.1% | -45.9% | -16.5% |
| 1Y | -23.3% | +51.0% | -74.3% | -23.0% |
| All | -23.3% | +46.9% | -70.2% | -23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling