+60.2%
CG vs TLN
+678.8%
-618.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | +2.0% | +1.1% | +0.9% | +1.5% |
| 30D | +8.5% | -4.6% | +13.1% | +9.2% |
| 3M | -12.1% | +5.2% | -17.4% | -14.4% |
| 6M | -16.4% | -6.5% | -9.9% | -16.9% |
| YTD | -28.0% | -3.6% | -24.3% | -30.0% |
| 1Y | -18.9% | -8.2% | -10.7% | -20.4% |
| 3Y | +51.2% | +559.7% | -508.4% | -14.1% |
| All | +60.2% | +678.8% | -618.6% | -9.7% |
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