+56.1%
AGG vs TMF
-71.6%
+127.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.8% | -0.3% |
| 7D | -1.4% | -8.2% | +6.7% | -0.7% |
| 30D | +0.9% | +5.3% | -4.4% | +0.4% |
| 3M | -1.2% | -8.5% | +7.2% | -0.6% |
| 6M | -1.4% | -17.2% | +15.7% | 0.0% |
| YTD | -1.4% | -23.4% | +22.0% | +0.6% |
| 1Y | -1.3% | -30.2% | +29.0% | +1.5% |
| 3Y | +13.8% | -32.9% | +46.7% | +16.1% |
| 5Y | -1.6% | -88.5% | +87.0% | +12.4% |
| 10Y | +16.3% | -82.2% | +98.5% | +25.7% |
| All | +56.1% | -71.6% | +127.7% | +54.9% |
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