+13.4%
AGG vs TT
+121.9%
-108.4%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +0.1% | +1.6% | -1.4% | +0.1% |
| 30D | -0.4% | -7.3% | +6.9% | -0.2% |
| 3M | -0.3% | -2.6% | +2.3% | -0.2% |
| 6M | -1.2% | +5.9% | -7.1% | -1.4% |
| YTD | -0.4% | +15.4% | -15.8% | -0.8% |
| 1Y | +0.4% | +8.2% | -7.9% | +0.1% |
| 3Y | +13.4% | +122.7% | -109.2% | +7.1% |
| All | +13.4% | +121.9% | -108.4% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 3y: compounded portfolio wealth divided by compounded TT 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…
3y analysis · Full analysis span regression · 6 months rolling