+365.8%
TTD vs AGG
+15.4%
+350.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.7% |
| 7D | +1.7% | +0.1% | +1.6% | +1.6% |
| 30D | +1.6% | -0.4% | +2.0% | +2.2% |
| 3M | -27.8% | -0.3% | -27.6% | -27.5% |
| 6M | -52.1% | -1.2% | -50.9% | -51.2% |
| YTD | -63.1% | -0.4% | -62.7% | -62.9% |
| 1Y | -73.1% | +0.4% | -73.4% | -73.2% |
| 3Y | -83.3% | +13.4% | -96.7% | -86.5% |
| 5Y | -80.6% | -1.4% | -79.2% | -80.6% |
| All | +365.8% | +15.4% | +350.4% | +380.9% |
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