+40.5%
AGG vs TRGP
+2,246.2%
-2,205.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | -0.9% | -0.6% | -0.4% | -0.9% |
| 30D | -1.0% | +10.0% | -10.9% | -1.0% |
| 3M | -1.3% | +7.6% | -8.9% | -1.3% |
| 6M | -2.1% | +26.8% | -28.9% | -2.3% |
| YTD | -1.2% | +60.6% | -61.8% | -1.6% |
| 1Y | -0.5% | +82.5% | -83.0% | -1.0% |
| 3Y | +12.4% | +265.0% | -252.6% | +11.2% |
| 5Y | -2.4% | +645.9% | -648.3% | -4.1% |
| 10Y | +14.3% | +850.6% | -836.3% | +9.3% |
| All | +40.5% | +2,246.2% | -2,205.8% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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