-1.4%
AGG vs TMF
-87.6%
+86.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +0.1% | +1.0% | -0.8% | 0.0% |
| 30D | -0.4% | -1.8% | +1.5% | -0.2% |
| 3M | -0.3% | -8.2% | +8.0% | +0.7% |
| 6M | -1.2% | -19.5% | +18.3% | +1.2% |
| YTD | -0.4% | -16.0% | +15.6% | +1.5% |
| 1Y | +0.4% | -22.5% | +22.9% | +3.1% |
| 3Y | +13.4% | -42.3% | +55.7% | +18.2% |
| 5Y | -1.4% | -87.7% | +86.3% | +17.0% |
| All | -1.4% | -87.6% | +86.2% | +17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling