+71.9%
AG vs TMF
-82.2%
+154.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.9% | -2.0% | -5.1% |
| 7D | +6.0% | -1.1% | +7.0% | +6.2% |
| 30D | -13.5% | +11.8% | -25.4% | -15.4% |
| 3M | -20.7% | -4.0% | -16.6% | -20.1% |
| 6M | -31.5% | -16.5% | -15.0% | -29.3% |
| YTD | -10.1% | -19.9% | +9.8% | -6.6% |
| 1Y | +26.0% | -25.6% | +51.6% | +32.6% |
| 3Y | +228.9% | -29.9% | +258.8% | +239.9% |
| 5Y | +8.7% | -88.2% | +96.9% | +46.6% |
| 10Y | +71.9% | -81.7% | +153.6% | +50.9% |
| All | +71.9% | -82.2% | +154.1% | +50.9% |
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