+57.5%
AG vs TMF
-86.8%
+144.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -1.0% | -1.0% |
| 7D | +4.5% | +1.0% | +3.5% | +4.3% |
| 30D | +12.9% | -1.8% | +14.7% | +13.2% |
| 3M | +20.9% | -8.2% | +29.2% | +22.8% |
| 6M | -19.5% | -19.5% | 0.0% | -16.4% |
| YTD | +24.8% | -16.0% | +40.8% | +28.6% |
| 1Y | +120.2% | -22.5% | +142.7% | +129.6% |
| 3Y | +279.0% | -42.3% | +321.3% | +303.3% |
| 5Y | +67.9% | -87.7% | +155.6% | +122.1% |
| 10Y | +57.5% | -86.5% | +144.0% | +56.5% |
| All | +57.5% | -86.8% | +144.3% | +56.5% |
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