+51.2%
CG vs TLN
+733.8%
-682.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.1% | -6.4% | -4.7% |
| 7D | -1.5% | +22.3% | -23.8% | -5.9% |
| 30D | +5.7% | +1.2% | +4.5% | +4.9% |
| 3M | -17.9% | +5.9% | -23.8% | -20.0% |
| 6M | -20.2% | +3.2% | -23.4% | -22.6% |
| YTD | -32.0% | +3.2% | -35.2% | -34.9% |
| 1Y | -27.0% | +5.2% | -32.2% | -30.8% |
| 3Y | +42.8% | +606.3% | -563.5% | -20.2% |
| All | +51.2% | +733.8% | -682.6% | -16.2% |
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