-68.3%
TTD vs AGG
-0.7%
-67.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.7% |
| 7D | -0.6% | -1.1% | +0.4% | +0.5% |
| 30D | +6.3% | -1.1% | +7.4% | +7.7% |
| 3M | -24.1% | -1.9% | -22.2% | -22.8% |
| 6M | -47.4% | -1.7% | -45.7% | -46.8% |
| YTD | -62.2% | -1.3% | -60.9% | -62.7% |
| 1Y | -68.3% | -0.7% | -67.6% | -67.8% |
| All | -68.3% | -0.7% | -67.6% | -67.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling