+14.2%
AGG vs TMF
-86.4%
+100.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.8% | -0.3% |
| 7D | -0.9% | -4.8% | +3.8% | -0.4% |
| 30D | -1.0% | -4.9% | +3.9% | -0.5% |
| 3M | -1.3% | -13.4% | +12.1% | +0.1% |
| 6M | -2.1% | -23.0% | +21.0% | +0.4% |
| YTD | -1.2% | -20.2% | +19.0% | +0.9% |
| 1Y | -0.5% | -26.5% | +26.0% | +2.4% |
| 3Y | +12.4% | -45.2% | +57.6% | +17.1% |
| 5Y | -2.4% | -88.4% | +86.0% | +14.1% |
| All | +14.2% | -86.4% | +100.7% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TMF 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling