+1,238.4%
AG vs TMF
-68.9%
+1,307.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.3% | -2.0% |
| 7D | +1.0% | -1.4% | +2.4% | +1.1% |
| 30D | +19.2% | -2.8% | +22.0% | +19.4% |
| 3M | +6.2% | -10.9% | +17.1% | +7.0% |
| 6M | -26.7% | -21.3% | -5.4% | -25.5% |
| YTD | +26.1% | -15.9% | +42.0% | +27.6% |
| 1Y | +131.7% | -15.7% | +147.4% | +134.2% |
| 3Y | +255.3% | -43.4% | +298.7% | +264.3% |
| 5Y | +61.9% | -87.8% | +149.7% | +72.9% |
| 10Y | +72.0% | -86.7% | +158.8% | +77.5% |
| All | +1,238.4% | -68.9% | +1,307.2% | +2,065.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling