+67.2%
AG vs TMF
-87.5%
+154.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.3% | -2.0% |
| 7D | +1.0% | -1.4% | +2.4% | +1.3% |
| 30D | +19.2% | -2.8% | +22.0% | +19.8% |
| 3M | +6.2% | -10.9% | +17.1% | +8.3% |
| 6M | -26.7% | -21.3% | -5.4% | -23.7% |
| YTD | +26.1% | -15.9% | +42.0% | +29.7% |
| 1Y | +131.7% | -15.7% | +147.4% | +137.8% |
| 3Y | +255.3% | -43.4% | +298.7% | +279.2% |
| All | +67.2% | -87.5% | +154.7% | +93.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling