-12.4%
CMG vs TLN
+571.8%
-584.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.6% |
| 7D | -3.8% | +2.0% | -5.8% | -4.1% |
| 30D | +12.9% | -12.9% | +25.9% | +14.6% |
| 3M | +18.8% | -7.4% | +26.2% | +19.1% |
| 6M | +4.1% | -6.0% | +10.1% | +3.3% |
| YTD | -2.4% | -16.9% | +14.5% | -1.8% |
| 1Y | -6.7% | -22.6% | +16.0% | -5.5% |
| 3Y | -7.1% | +469.0% | -476.1% | -38.5% |
| All | -12.4% | +571.8% | -584.2% | -44.7% |
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