+15.0%
AGG vs TPR
+310.5%
-295.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | -0.2% |
| 7D | -0.2% | -7.3% | +7.1% | -0.1% |
| 30D | -0.2% | -30.7% | +30.5% | -0.2% |
| 3M | -0.7% | -21.6% | +20.9% | -0.7% |
| 6M | -1.8% | -21.3% | +19.6% | -1.7% |
| YTD | -0.6% | -10.2% | +9.6% | -0.6% |
| 1Y | +0.4% | +9.5% | -9.1% | +0.4% |
| 3Y | +13.2% | +280.8% | -267.6% | +13.1% |
| 5Y | -2.0% | +218.7% | -220.7% | -2.1% |
| All | +15.0% | +310.5% | -295.5% | +15.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling