-40.9%
TMF vs FGI
-4.4%
-36.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.5% | -7.2% | +0.3% |
| 7D | -1.4% | +0.5% | -2.0% | -1.4% |
| 30D | -2.8% | +65.4% | -68.2% | -3.3% |
| 3M | -10.9% | +23.5% | -34.4% | -11.3% |
| 6M | -21.3% | +60.5% | -81.8% | -21.6% |
| YTD | -15.9% | +30.0% | -45.9% | -16.1% |
| 1Y | -15.7% | +82.1% | -97.8% | -15.9% |
| All | -40.9% | -4.4% | -36.5% | -38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling