-23.7%
CAG vs TW
+211.4%
-235.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -1.1% |
| 7D | -5.3% | -3.5% | -1.8% | -4.9% |
| 30D | +1.0% | +0.5% | +0.5% | +0.9% |
| 3M | +17.4% | +4.9% | +12.4% | +16.6% |
| 6M | -16.8% | -17.1% | +0.3% | -15.3% |
| YTD | -6.8% | -3.9% | -2.9% | -6.7% |
| 1Y | -15.4% | -13.3% | -2.1% | -14.4% |
| 3Y | -37.1% | +20.9% | -58.0% | -39.6% |
| 5Y | -41.3% | +20.5% | -61.8% | -44.1% |
| All | -23.7% | +211.4% | -235.1% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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