+229.4%
AG vs TMF
-25.3%
+254.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | +6.3% | +1.2% | +5.1% | +6.1% |
| 30D | -8.9% | +19.7% | -28.7% | -12.3% |
| 3M | -12.2% | -2.1% | -10.1% | -12.0% |
| 6M | -28.3% | -13.4% | -14.9% | -26.6% |
| YTD | -8.8% | -16.7% | +7.9% | -6.3% |
| 1Y | +39.4% | -23.3% | +62.7% | +44.8% |
| 3Y | +229.4% | -24.8% | +254.2% | +230.5% |
| All | +229.4% | -25.3% | +254.7% | +230.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling