+98.3%
AGG vs TT
+3,818.7%
-3,720.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | +0.1% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | -0.4% | -7.2% | +6.8% | -0.4% |
| 3M | -0.7% | -3.0% | +2.3% | -0.7% |
| 6M | -1.5% | +1.4% | -2.9% | -1.5% |
| YTD | -0.3% | +15.9% | -16.1% | -0.2% |
| 1Y | +1.3% | +9.4% | -8.1% | +1.3% |
| 3Y | +13.2% | +124.4% | -111.1% | +13.6% |
| 5Y | -1.4% | +138.0% | -139.4% | -1.2% |
| 10Y | +14.9% | +886.4% | -871.5% | +17.5% |
| All | +98.3% | +3,818.7% | -3,720.4% | +110.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling