+95.8%
AGG vs TAP
+161.5%
-65.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.4% | -0.2% |
| 7D | -1.5% | +1.3% | -2.8% | -1.5% |
| 30D | +0.6% | +5.7% | -5.1% | +0.6% |
| 3M | -1.6% | -1.9% | +0.3% | -1.6% |
| 6M | -1.6% | +0.9% | -2.6% | -1.6% |
| YTD | -1.5% | -9.5% | +8.0% | -1.5% |
| 1Y | -1.1% | -9.0% | +7.8% | -1.1% |
| 3Y | +13.6% | -22.2% | +35.9% | +13.7% |
| 5Y | -1.7% | +1.2% | -2.9% | -1.6% |
| 10Y | +16.1% | -46.1% | +62.3% | +16.1% |
| All | +95.8% | +161.5% | -65.7% | +98.1% |
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