+13.6%
AGG vs TMF
-32.2%
+45.9%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.2% | 0.0% |
| 7D | -1.5% | -9.3% | +7.8% | -0.3% |
| 30D | +0.6% | +1.9% | -1.3% | +0.3% |
| 3M | -1.6% | -11.2% | +9.6% | -0.3% |
| 6M | -1.6% | -17.7% | +16.1% | +0.6% |
| YTD | -1.5% | -24.5% | +22.9% | +1.6% |
| 1Y | -1.1% | -29.4% | +28.3% | +2.8% |
| 3Y | +13.6% | -33.4% | +47.1% | +16.5% |
| All | +13.6% | -32.2% | +45.9% | +16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling