+0.3%
AGI vs TMF
-23.9%
+24.2%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +2.5% | +8.3% | +9.8% |
| 7D | -5.3% | +4.0% | -9.2% | -6.7% |
| 30D | -7.1% | +19.5% | -26.6% | -14.2% |
| 3M | +4.4% | -3.5% | +8.0% | +5.8% |
| 6M | -23.0% | -10.6% | -12.4% | -19.7% |
| YTD | -22.0% | -17.1% | -4.9% | -16.1% |
| 1Y | +0.3% | -24.3% | +24.5% | +8.2% |
| All | +0.3% | -23.9% | +24.2% | +8.2% |
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