-36.0%
CAG vs TLN
+580.6%
-616.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.8% | +4.0% | +1.0% |
| 7D | -3.3% | +11.0% | -14.4% | -2.3% |
| 30D | +7.7% | +4.9% | +2.8% | +8.6% |
| 3M | -3.2% | +4.9% | -8.1% | -2.1% |
| 6M | +7.0% | +7.1% | -0.2% | +8.6% |
| YTD | -9.0% | +0.3% | -9.3% | -7.5% |
| 1Y | -9.6% | +5.9% | -15.5% | -7.7% |
| 3Y | -36.0% | +578.5% | -614.5% | -27.5% |
| All | -36.0% | +580.6% | -616.5% | -27.5% |
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 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