+508.8%
AGI vs TMF
-68.9%
+577.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.0% |
| 7D | +0.6% | -1.4% | +2.0% | +0.8% |
| 30D | +18.2% | -2.8% | +21.1% | +18.6% |
| 3M | -4.1% | -10.9% | +6.8% | -2.9% |
| 6M | -28.7% | -21.3% | -7.4% | -26.7% |
| YTD | -4.0% | -15.9% | +11.9% | -2.1% |
| 1Y | +17.4% | -15.7% | +33.2% | +19.5% |
| 3Y | +203.0% | -43.4% | +246.4% | +216.0% |
| 5Y | +376.7% | -87.8% | +464.4% | +462.5% |
| 10Y | +407.5% | -86.7% | +494.2% | +467.7% |
| All | +508.8% | -68.9% | +577.6% | +749.3% |
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