+13.6%
TPR vs CAG
-15.1%
+28.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.4% | -2.3% | -3.7% |
| 7D | -3.4% | -5.3% | +1.9% | -3.4% |
| 30D | -27.3% | +1.0% | -28.3% | -27.2% |
| 3M | -16.2% | +17.4% | -33.6% | -16.3% |
| 6M | -17.9% | -16.8% | -1.1% | -17.5% |
| YTD | -7.1% | -6.8% | -0.3% | -7.9% |
| 1Y | +13.6% | -15.4% | +29.0% | +11.7% |
| All | +13.6% | -15.1% | +28.7% | +11.7% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling