+84.1%
AGG vs TDG
+13,008.0%
-12,923.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.1% |
| 7D | -1.1% | -1.9% | +0.8% | -1.0% |
| 30D | -1.1% | -7.7% | +6.6% | -1.1% |
| 3M | -1.9% | -9.3% | +7.4% | -1.9% |
| 6M | -1.7% | -9.4% | +7.7% | -1.7% |
| YTD | -1.3% | -14.3% | +13.0% | -1.3% |
| 1Y | -0.7% | -11.8% | +11.1% | -0.7% |
| 3Y | +12.5% | +52.0% | -39.5% | +12.4% |
| 5Y | -2.5% | +128.8% | -131.3% | -2.6% |
| 10Y | +14.2% | +543.8% | -529.6% | +15.8% |
| All | +84.1% | +13,008.0% | -12,923.9% | +99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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