+98.3%
AGG vs TPR
+1,303.0%
-1,204.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.1% |
| 7D | -0.2% | -2.3% | +2.1% | -0.2% |
| 30D | -0.4% | -23.0% | +22.6% | -0.5% |
| 3M | -0.7% | -12.5% | +11.8% | -0.7% |
| 6M | -1.5% | -21.4% | +19.9% | -1.7% |
| YTD | -0.3% | -3.5% | +3.3% | -0.2% |
| 1Y | +1.3% | +17.4% | -16.0% | +1.5% |
| 3Y | +13.2% | +291.3% | -278.0% | +14.7% |
| 5Y | -1.4% | +241.9% | -243.3% | -0.1% |
| 10Y | +14.9% | +322.7% | -307.8% | +17.6% |
| All | +98.3% | +1,303.0% | -1,204.7% | +111.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling