+106.9%
CAG vs TDY
+7,056.0%
-6,949.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.8% |
| 7D | -5.7% | -1.1% | -4.6% | -5.6% |
| 30D | -2.4% | -12.0% | +9.6% | -1.2% |
| 3M | +9.8% | -3.2% | +13.0% | +10.0% |
| 6M | -10.8% | -7.9% | -3.0% | -10.3% |
| YTD | -10.8% | +18.2% | -29.0% | -12.6% |
| 1Y | -19.0% | +6.7% | -25.6% | -19.8% |
| 3Y | -39.7% | +47.5% | -87.2% | -42.5% |
| 5Y | -43.0% | +39.5% | -82.5% | -45.6% |
| 10Y | -36.0% | +477.2% | -513.2% | -47.2% |
| All | +106.9% | +7,056.0% | -6,949.2% | +50.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling