+146.9%
CAG vs TNA
+944.8%
-797.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.2% | -0.6% |
| 7D | -6.6% | -3.6% | -3.0% | -6.3% |
| 30D | +2.3% | -10.1% | +12.4% | +3.3% |
| 3M | +16.3% | +2.7% | +13.6% | +15.7% |
| 6M | -16.0% | +38.4% | -54.4% | -19.5% |
| YTD | -7.7% | +45.4% | -53.1% | -12.3% |
| 1Y | -16.0% | +55.9% | -72.0% | -21.3% |
| 3Y | -37.7% | +109.8% | -147.5% | -46.1% |
| 5Y | -41.2% | -22.5% | -18.7% | -46.3% |
| 10Y | -33.8% | +87.5% | -121.3% | -53.1% |
| All | +146.9% | +944.8% | -797.9% | +7.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling