-37.7%
CAG vs TNA
+86.1%
-123.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.8% |
| 7D | -5.7% | -7.3% | +1.6% | -5.2% |
| 30D | -2.4% | -14.2% | +11.8% | -1.3% |
| 3M | +9.8% | -4.6% | +14.4% | +10.0% |
| 6M | -10.8% | +36.9% | -47.8% | -13.6% |
| YTD | -10.8% | +42.5% | -53.4% | -14.1% |
| 1Y | -19.0% | +45.8% | -64.7% | -22.4% |
| 3Y | -39.7% | +104.7% | -144.3% | -46.0% |
| 5Y | -43.0% | -21.7% | -21.3% | -46.7% |
| All | -37.7% | +86.1% | -123.8% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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