+76.5%
CG vs TLN
+602.5%
-525.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.8% | -4.9% | -2.8% |
| 7D | -1.3% | +10.9% | -12.2% | -3.8% |
| 30D | -3.2% | -6.3% | +3.1% | -2.0% |
| 3M | +6.2% | -10.7% | +16.9% | +7.9% |
| 6M | -4.7% | +1.6% | -6.3% | -7.3% |
| YTD | -20.6% | -13.1% | -7.5% | -20.1% |
| 1Y | -26.4% | -15.1% | -11.3% | -26.0% |
| 3Y | +55.4% | +495.0% | -439.6% | -8.2% |
| All | +76.5% | +602.5% | -525.9% | +3.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling