-1.3%
AGG vs TPR
+238.0%
-239.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.6% | 0.0% |
| 7D | -0.6% | +6.4% | -7.0% | -0.7% |
| 30D | +1.2% | +13.8% | -12.5% | +1.0% |
| 3M | -0.8% | -16.6% | +15.8% | -0.5% |
| 6M | -1.4% | +0.7% | -2.1% | -1.6% |
| YTD | -1.1% | +5.3% | -6.4% | -1.4% |
| 1Y | -1.0% | +32.4% | -33.4% | -1.7% |
| 3Y | +14.1% | +406.4% | -392.3% | +9.1% |
| 5Y | -1.3% | +227.9% | -229.2% | -6.7% |
| All | -1.3% | +238.0% | -239.3% | -6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling