-35.1%
TLT vs AGG
-2.5%
-32.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | +0.4% |
| 7D | -1.6% | -0.9% | -0.6% | +0.6% |
| 30D | -1.3% | -1.0% | -0.4% | +1.0% |
| 3M | -3.7% | -1.3% | -2.4% | -0.7% |
| 6M | -6.4% | -2.1% | -4.3% | -1.5% |
| YTD | -4.5% | -1.2% | -3.2% | -1.5% |
| 1Y | -5.9% | -0.5% | -5.4% | -4.6% |
| 3Y | -2.8% | +12.4% | -15.2% | -25.1% |
| 5Y | -35.1% | -2.4% | -32.7% | -21.6% |
| All | -35.1% | -2.5% | -32.6% | -21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling