+666.7%
T vs AGG
+97.9%
+568.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.5% | +0.1% | -1.7% | -1.5% |
| 30D | +7.6% | -0.4% | +8.0% | +7.6% |
| 3M | +15.3% | -0.3% | +15.6% | +15.3% |
| 6M | -8.5% | -1.2% | -7.2% | -8.4% |
| YTD | +6.8% | -0.4% | +7.1% | +6.8% |
| 1Y | -7.2% | +0.4% | -7.6% | -7.3% |
| 3Y | +108.2% | +13.4% | +94.8% | +107.9% |
| 5Y | +66.1% | -1.4% | +67.5% | +62.6% |
| 10Y | +65.3% | +14.8% | +50.5% | +66.2% |
| All | +666.7% | +97.9% | +568.8% | +681.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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