+69.8%
AG vs TMF
-81.8%
+151.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.4% | -0.8% | -4.5% |
| 7D | -6.0% | -8.2% | +2.1% | -4.5% |
| 30D | -14.3% | +5.3% | -19.7% | -15.2% |
| 3M | -26.9% | -8.5% | -18.4% | -25.7% |
| 6M | -42.1% | -17.2% | -24.9% | -40.0% |
| YTD | -15.9% | -23.4% | +7.5% | -11.8% |
| 1Y | +11.5% | -30.2% | +41.8% | +18.7% |
| 3Y | +208.0% | -32.9% | +240.9% | +221.0% |
| 5Y | +2.4% | -88.5% | +91.0% | +38.7% |
| All | +69.8% | -81.8% | +151.7% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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