-2.6%
AGG vs TW
+19.5%
-22.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.1% |
| 7D | -1.1% | -4.5% | +3.4% | -1.0% |
| 30D | -1.1% | -2.3% | +1.1% | -1.1% |
| 3M | -1.9% | +2.6% | -4.5% | -2.0% |
| 6M | -1.7% | -17.5% | +15.8% | -1.2% |
| YTD | -1.3% | -5.3% | +4.0% | -1.3% |
| 1Y | -0.7% | -14.8% | +14.0% | -0.4% |
| 3Y | +12.5% | +18.8% | -6.4% | +11.0% |
| All | -2.6% | +19.5% | -22.1% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 5y: compounded portfolio wealth divided by compounded TW 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…
5y analysis · Full analysis span regression · 6 months rolling