-37.7%
CAG vs TDY
+479.2%
-516.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.9% |
| 7D | -5.7% | -1.1% | -4.6% | -5.5% |
| 30D | -2.4% | -12.0% | +9.6% | -0.6% |
| 3M | +9.8% | -3.2% | +13.0% | +10.1% |
| 6M | -10.8% | -7.9% | -3.0% | -10.0% |
| YTD | -10.8% | +18.2% | -29.0% | -13.6% |
| 1Y | -19.0% | +6.7% | -25.6% | -20.3% |
| 3Y | -39.7% | +47.5% | -87.2% | -44.4% |
| 5Y | -43.0% | +39.5% | -82.5% | -47.4% |
| All | -37.7% | +479.2% | -516.9% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 10y: compounded portfolio wealth divided by compounded TDY 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…
10y analysis · Full analysis span regression · 6 months rolling