-10.4%
CMG vs TLN
+583.6%
-593.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.8% | -5.4% | -2.0% |
| 7D | -2.8% | +7.1% | -9.9% | -3.6% |
| 30D | +7.1% | -3.9% | +11.0% | +7.5% |
| 3M | +31.2% | -16.2% | +47.3% | +33.0% |
| 6M | +0.7% | -5.8% | +6.5% | 0.0% |
| YTD | -0.1% | -15.4% | +15.3% | +0.3% |
| 1Y | -10.7% | -16.7% | +5.9% | -10.6% |
| 3Y | -4.7% | +473.8% | -478.4% | -36.8% |
| All | -10.4% | +583.6% | -593.9% | -43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling