+55.9%
AGG vs TMF
-72.0%
+127.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.2% | 0.0% |
| 7D | -1.5% | -9.3% | +7.8% | -0.7% |
| 30D | +0.6% | +1.9% | -1.3% | +0.4% |
| 3M | -1.6% | -11.2% | +9.6% | -0.7% |
| 6M | -1.6% | -17.7% | +16.1% | -0.1% |
| YTD | -1.5% | -24.5% | +22.9% | +0.6% |
| 1Y | -1.1% | -29.4% | +28.3% | +1.6% |
| 3Y | +13.6% | -33.4% | +47.1% | +16.0% |
| 5Y | -1.7% | -88.7% | +87.0% | +12.4% |
| 10Y | +16.1% | -82.5% | +98.6% | +25.7% |
| All | +55.9% | -72.0% | +127.9% | +54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling