+14.2%
AGG vs TPR
+318.3%
-304.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.7% |
| 7D | -0.9% | -5.1% | +4.2% | -0.9% |
| 30D | -1.0% | -27.6% | +26.6% | -0.9% |
| 3M | -1.3% | -17.5% | +16.2% | -1.3% |
| 6M | -2.1% | -21.3% | +19.3% | -2.0% |
| YTD | -1.2% | -8.5% | +7.2% | -1.2% |
| 1Y | -0.5% | +11.5% | -11.9% | -0.5% |
| 3Y | +12.4% | +288.0% | -275.6% | +12.4% |
| 5Y | -2.4% | +225.2% | -227.6% | -2.5% |
| All | +14.2% | +318.3% | -304.0% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TPR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling