-24.0%
CG vs TLN
+1.6%
-25.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.8% | +3.8% | +1.4% |
| 7D | +0.2% | +11.0% | -10.9% | -1.2% |
| 30D | +11.2% | +4.9% | +6.3% | +10.1% |
| 3M | -22.1% | +4.9% | -27.0% | -23.2% |
| 6M | -17.9% | +7.1% | -25.0% | -20.1% |
| YTD | -31.3% | +0.3% | -31.6% | -32.8% |
| 1Y | -24.0% | +5.9% | -29.9% | -26.5% |
| All | -24.0% | +1.6% | -25.6% | -26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling