-37.1%
CAG vs TLN
+494.5%
-531.6%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.2% | -1.2% |
| 7D | -5.3% | +10.9% | -16.2% | -4.4% |
| 30D | +1.0% | -6.3% | +7.3% | +0.5% |
| 3M | +17.4% | -10.7% | +28.1% | +16.6% |
| 6M | -16.8% | +1.6% | -18.4% | -16.3% |
| YTD | -6.8% | -13.1% | +6.3% | -7.0% |
| 1Y | -15.4% | -15.1% | -0.3% | -15.5% |
| 3Y | -37.1% | +495.0% | -532.1% | -26.6% |
| All | -37.1% | +494.5% | -531.6% | -26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling