+98.3%
AGG vs TAP
+159.3%
-61.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.2% | +0.1% |
| 7D | -0.2% | -2.3% | +2.2% | -0.1% |
| 30D | -0.4% | -2.1% | +1.8% | -0.4% |
| 3M | -0.7% | +6.6% | -7.3% | -0.7% |
| 6M | -1.5% | -11.5% | +10.0% | -1.5% |
| YTD | -0.3% | -10.3% | +10.0% | -0.2% |
| 1Y | +1.3% | -14.4% | +15.7% | +1.4% |
| 3Y | +13.2% | -28.3% | +41.5% | +13.4% |
| 5Y | -1.4% | +1.7% | -3.1% | -1.3% |
| 10Y | +14.9% | -49.2% | +64.1% | +14.8% |
| All | +98.3% | +159.3% | -61.0% | +100.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling