-2.4%
AGG vs TFC
+14.0%
-16.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.7% |
| 7D | -0.9% | -2.5% | +1.6% | -0.9% |
| 30D | -1.0% | -2.8% | +1.9% | -0.9% |
| 3M | -1.3% | +2.1% | -3.4% | -1.3% |
| 6M | -2.1% | +10.1% | -12.2% | -2.2% |
| YTD | -1.2% | +5.4% | -6.7% | -1.3% |
| 1Y | -0.5% | +16.3% | -16.8% | -0.7% |
| 3Y | +12.4% | +95.9% | -83.4% | +11.5% |
| 5Y | -2.4% | +16.0% | -18.4% | -3.8% |
| All | -2.4% | +14.0% | -16.4% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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