-80.8%
TTD vs AGG
-2.5%
-78.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +1.5% |
| 7D | -7.4% | -0.9% | -6.5% | -6.3% |
| 30D | +3.0% | -1.0% | +4.0% | +4.3% |
| 3M | -27.6% | -1.3% | -26.3% | -26.3% |
| 6M | -49.5% | -2.1% | -47.4% | -48.1% |
| YTD | -63.2% | -1.2% | -62.0% | -62.6% |
| 1Y | -69.7% | -0.5% | -69.2% | -69.6% |
| 3Y | -83.3% | +12.4% | -95.8% | -86.2% |
| 5Y | -80.8% | -2.4% | -78.4% | -84.0% |
| All | -80.8% | -2.5% | -78.3% | -84.0% |
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