+11.6%
AGG vs TLN
+602.5%
-590.8%
-6.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.1% |
| 7D | +0.1% | +10.9% | -10.8% | +0.1% |
| 30D | -0.4% | -6.3% | +5.9% | -0.3% |
| 3M | -0.3% | -10.7% | +10.4% | -0.2% |
| 6M | -1.2% | +1.6% | -2.8% | -1.2% |
| YTD | -0.4% | -13.1% | +12.7% | -0.4% |
| 1Y | +0.4% | -15.1% | +15.4% | +0.4% |
| 3Y | +13.4% | +495.0% | -481.6% | +10.3% |
| All | +11.6% | +602.5% | -590.8% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded TLN 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling