+120.2%
AG vs TMF
-21.2%
+141.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -1.0% | -1.0% |
| 7D | +4.5% | +1.0% | +3.5% | +4.0% |
| 30D | +12.9% | -1.8% | +14.7% | +13.5% |
| 3M | +20.9% | -8.2% | +29.2% | +24.4% |
| 6M | -19.5% | -19.5% | 0.0% | -15.6% |
| YTD | +24.8% | -16.0% | +40.8% | +32.0% |
| 1Y | +120.2% | -22.5% | +142.7% | +137.0% |
| All | +120.2% | -21.2% | +141.4% | +137.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling