-86.5%
TMF vs FGI
-70.0%
-16.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.1% | -3.7% | -3.9% |
| 7D | -1.1% | -4.1% | +3.0% | -1.0% |
| 30D | +11.8% | -3.4% | +15.2% | +11.8% |
| 3M | -4.0% | +61.8% | -65.8% | -4.1% |
| 6M | -16.5% | +17.0% | -33.6% | -16.7% |
| YTD | -19.9% | +31.4% | -51.3% | -19.6% |
| 1Y | -25.6% | +42.7% | -68.2% | -25.1% |
| 3Y | -29.9% | -0.1% | -29.7% | -28.8% |
| All | -86.5% | -70.0% | -16.5% | -86.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling