+4.8%
AGG vs TXG
+27.0%
-22.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.4% | -0.1% |
| 7D | -1.1% | +9.5% | -10.5% | -1.2% |
| 30D | -1.1% | +18.8% | -19.9% | -1.4% |
| 3M | -1.9% | +136.1% | -138.0% | -3.4% |
| 6M | -1.7% | +235.2% | -236.9% | -3.8% |
| YTD | -1.3% | +320.5% | -321.8% | -3.8% |
| 1Y | -0.7% | +425.2% | -425.9% | -3.7% |
| 3Y | +12.5% | +42.9% | -30.4% | +11.0% |
| 5Y | -2.5% | -62.8% | +60.3% | -3.7% |
| All | +4.8% | +27.0% | -22.2% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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