+16.8%
AGG vs TMF
-81.8%
+98.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.8% | -0.2% |
| 7D | -1.4% | -8.2% | +6.7% | -0.6% |
| 30D | +0.9% | +5.3% | -4.4% | +0.3% |
| 3M | -1.2% | -8.5% | +7.2% | -0.4% |
| 6M | -1.4% | -17.2% | +15.7% | +0.3% |
| YTD | -1.4% | -23.4% | +22.0% | +1.1% |
| 1Y | -1.3% | -30.2% | +29.0% | +2.2% |
| 3Y | +13.8% | -32.9% | +46.7% | +16.5% |
| 5Y | -1.6% | -88.5% | +87.0% | +15.4% |
| All | +16.8% | -81.8% | +98.6% | +26.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling