+65.5%
AGG vs TNA
+913.2%
-847.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.4% | -0.7% |
| 7D | -0.9% | -7.6% | +6.7% | -0.9% |
| 30D | -1.0% | -13.6% | +12.7% | -1.0% |
| 3M | -1.3% | +2.8% | -4.1% | -1.3% |
| 6M | -2.1% | +34.5% | -36.6% | -2.1% |
| YTD | -1.2% | +41.0% | -42.3% | -1.2% |
| 1Y | -0.5% | +52.0% | -52.5% | -0.5% |
| 3Y | +12.4% | +103.5% | -91.0% | +12.5% |
| 5Y | -2.4% | -22.5% | +20.1% | -2.6% |
| 10Y | +14.3% | +81.9% | -67.5% | +15.8% |
| All | +65.5% | +913.2% | -847.7% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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