-1.8%
AGG vs TGT
+35.0%
-36.8%
-2.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | -0.1% |
| 7D | -0.2% | -3.6% | +3.4% | -0.1% |
| 30D | -0.2% | +4.4% | -4.6% | -0.4% |
| 3M | -0.7% | +25.4% | -26.1% | -1.4% |
| 6M | -1.8% | +33.4% | -35.1% | -2.8% |
| All | -1.8% | +35.0% | -36.8% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 6mo: compounded portfolio wealth divided by compounded TGT 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…
6mo analysis · Full analysis span regression · 6 months rolling