+375.0%
AGI vs TMF
-82.1%
+457.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.2% |
| 7D | -10.1% | -9.3% | -0.8% | -8.3% |
| 30D | -6.5% | +1.9% | -8.5% | -6.9% |
| 3M | -12.8% | -11.2% | -1.6% | -10.8% |
| 6M | -34.3% | -17.7% | -16.6% | -31.8% |
| YTD | -25.6% | -24.5% | -1.2% | -21.6% |
| 1Y | -14.2% | -29.4% | +15.2% | -8.5% |
| 3Y | +127.3% | -33.4% | +160.7% | +137.4% |
| 5Y | +241.8% | -88.7% | +330.5% | +385.0% |
| All | +375.0% | -82.1% | +457.1% | +331.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling