+19.3%
TPR vs CAG
-6.8%
+26.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.0% | -2.4% | +3.3% |
| 7D | +12.6% | +9.7% | +3.0% | +12.2% |
| 30D | +7.1% | +15.8% | -8.6% | +6.8% |
| 3M | -19.4% | +1.8% | -21.2% | -19.4% |
| 6M | -9.7% | +11.5% | -21.2% | -10.1% |
| YTD | -1.0% | -6.7% | +5.7% | -2.5% |
| 1Y | +19.3% | -5.6% | +24.9% | +15.7% |
| All | +19.3% | -6.8% | +26.1% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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