+98.1%
AGG vs TFC
+237.8%
-139.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | -0.1% |
| 7D | +0.1% | +2.2% | -2.1% | +0.2% |
| 30D | -0.4% | -2.5% | +2.1% | -0.4% |
| 3M | -0.3% | +4.5% | -4.8% | -0.2% |
| 6M | -1.2% | +11.0% | -12.2% | -1.0% |
| YTD | -0.4% | +5.9% | -6.2% | -0.2% |
| 1Y | +0.4% | +14.6% | -14.2% | +0.7% |
| 3Y | +13.4% | +96.7% | -83.3% | +15.1% |
| 5Y | -1.4% | +15.6% | -17.0% | -0.9% |
| 10Y | +14.8% | +98.6% | -83.8% | +17.7% |
| All | +98.1% | +237.8% | -139.7% | +108.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling