-1.3%
AGG vs TAP
+0.6%
-2.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.4% | -0.3% |
| 7D | -1.5% | +1.3% | -2.8% | -1.6% |
| 30D | +0.6% | +5.7% | -5.1% | +0.4% |
| 3M | -1.6% | -1.9% | +0.3% | -1.6% |
| 6M | -1.6% | +0.9% | -2.6% | -1.7% |
| YTD | -1.5% | -9.5% | +8.0% | -1.3% |
| 1Y | -1.1% | -9.0% | +7.8% | -1.0% |
| 3Y | +13.6% | -22.2% | +35.9% | +14.3% |
| All | -1.3% | +0.6% | -2.0% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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