-49.3%
CAG vs TLN
+571.8%
-621.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.5% | -0.2% | -2.9% |
| 7D | -5.9% | +2.0% | -7.9% | -5.7% |
| 30D | -1.5% | -12.9% | +11.4% | -2.6% |
| 3M | +11.5% | -7.4% | +18.9% | +10.9% |
| 6M | -15.7% | -6.0% | -9.6% | -15.7% |
| YTD | -10.2% | -16.9% | +6.7% | -10.7% |
| 1Y | -18.1% | -22.6% | +4.6% | -18.8% |
| 3Y | -39.4% | +469.0% | -508.4% | -28.7% |
| All | -49.3% | +571.8% | -621.0% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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