+96.2%
AGG vs TDY
+3,990.7%
-3,894.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.1% |
| 7D | -1.1% | -1.1% | +0.1% | -1.1% |
| 30D | -1.1% | -12.0% | +10.9% | -1.1% |
| 3M | -1.9% | -3.2% | +1.3% | -1.9% |
| 6M | -1.7% | -7.9% | +6.2% | -1.7% |
| YTD | -1.3% | +18.2% | -19.5% | -1.3% |
| 1Y | -0.7% | +6.7% | -7.4% | -0.7% |
| 3Y | +12.5% | +47.5% | -35.1% | +12.5% |
| 5Y | -2.5% | +39.5% | -42.0% | -2.5% |
| 10Y | +14.2% | +477.2% | -462.9% | +16.7% |
| All | +96.2% | +3,990.7% | -3,894.5% | +108.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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