-47.8%
CAG vs TLN
+589.3%
-637.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -1.1% |
| 7D | -6.6% | +5.8% | -12.5% | -6.1% |
| 30D | +2.3% | -6.9% | +9.2% | +1.8% |
| 3M | +16.3% | -10.9% | +27.2% | +15.5% |
| 6M | -16.0% | -4.6% | -11.4% | -16.0% |
| YTD | -7.7% | -14.7% | +7.0% | -8.0% |
| 1Y | -16.0% | -17.9% | +1.9% | -16.4% |
| 3Y | -37.7% | +483.9% | -521.6% | -26.5% |
| All | -47.8% | +589.3% | -637.2% | -35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling