-19.0%
CAG vs TLN
-23.3%
+4.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.6% |
| 7D | -5.7% | -1.3% | -4.3% | -5.8% |
| 30D | -2.4% | -14.3% | +11.9% | -3.8% |
| 3M | +9.8% | -9.3% | +19.1% | +8.6% |
| 6M | -10.8% | -1.1% | -9.7% | -11.1% |
| YTD | -10.8% | -16.6% | +5.8% | -11.4% |
| 1Y | -19.0% | -22.0% | +3.0% | -20.5% |
| All | -19.0% | -23.3% | +4.4% | -20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling