+404.3%
AGI vs TMF
-88.0%
+492.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.6% |
| 7D | +2.2% | -0.9% | +3.1% | +2.4% |
| 30D | +11.3% | -1.0% | +12.2% | +11.5% |
| 3M | +5.6% | -11.3% | +16.9% | +7.9% |
| 6M | -27.7% | -22.7% | -5.0% | -24.4% |
| YTD | -4.1% | -17.3% | +13.3% | -0.9% |
| 1Y | +13.8% | -22.5% | +36.3% | +18.5% |
| 3Y | +217.0% | -43.2% | +260.3% | +238.7% |
| 5Y | +404.3% | -88.3% | +492.7% | +576.6% |
| All | +404.3% | -88.0% | +492.3% | +576.6% |
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