+57.9%
AGG vs TMF
-68.9%
+126.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -0.2% | -1.4% | +1.3% | 0.0% |
| 30D | -0.4% | -2.8% | +2.4% | -0.2% |
| 3M | -0.7% | -10.9% | +10.2% | +0.3% |
| 6M | -1.5% | -21.3% | +19.8% | +0.4% |
| YTD | -0.3% | -15.9% | +15.6% | +1.1% |
| 1Y | +1.3% | -15.7% | +17.1% | +2.5% |
| 3Y | +13.2% | -43.4% | +56.6% | +16.8% |
| 5Y | -1.4% | -87.8% | +86.3% | +11.8% |
| 10Y | +14.9% | -86.7% | +101.6% | +26.2% |
| All | +57.9% | -68.9% | +126.7% | +55.5% |
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 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