+105.3%
TLT vs AGG
+97.9%
+7.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.2% |
| 7D | +0.4% | +0.1% | +0.3% | +0.1% |
| 30D | -0.3% | -0.4% | +0.1% | +0.5% |
| 3M | -1.7% | -0.3% | -1.5% | -1.1% |
| 6M | -4.9% | -1.2% | -3.7% | -2.4% |
| YTD | -2.8% | -0.4% | -2.4% | -2.0% |
| 1Y | -4.2% | +0.4% | -4.6% | -4.8% |
| 3Y | -1.1% | +13.4% | -14.5% | -21.7% |
| 5Y | -33.7% | -1.4% | -32.3% | -30.6% |
| 10Y | -20.7% | +14.8% | -35.5% | -35.9% |
| All | +105.3% | +97.9% | +7.5% | -21.1% |
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