-14.5%
CMG vs TLN
+710.8%
-725.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +0.6% |
| 7D | +2.5% | +11.0% | -8.6% | +1.5% |
| 30D | +15.6% | +4.9% | +10.7% | +14.9% |
| 3M | +8.2% | +4.9% | +3.3% | +7.1% |
| 6M | +9.9% | +7.1% | +2.8% | +7.8% |
| YTD | -4.6% | +0.3% | -5.0% | -6.4% |
| 1Y | +12.4% | +5.9% | +6.5% | +9.2% |
| 3Y | -18.0% | +578.5% | -596.4% | -46.8% |
| All | -14.5% | +710.8% | -725.3% | -47.3% |
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