+334.3%
AGI vs TMF
-86.4%
+420.8%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.4% | +0.1% | -2.6% |
| 7D | -5.3% | -4.8% | -0.5% | -4.3% |
| 30D | +6.8% | -4.9% | +11.7% | +7.8% |
| 3M | +8.3% | -13.4% | +21.7% | +11.4% |
| 6M | -29.2% | -23.0% | -6.2% | -25.5% |
| YTD | -7.3% | -20.2% | +12.9% | -3.2% |
| 1Y | +8.0% | -26.5% | +34.5% | +14.2% |
| 3Y | +206.6% | -45.2% | +251.7% | +231.2% |
| 5Y | +398.1% | -88.4% | +486.6% | +606.2% |
| All | +334.3% | -86.4% | +420.8% | +365.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling