+379.1%
TPR vs CAG
-38.1%
+417.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.8% |
| 7D | +14.2% | +5.8% | +8.4% | +13.4% |
| 30D | +17.1% | +16.4% | +0.7% | +14.8% |
| 3M | -17.7% | +3.8% | -21.5% | -18.3% |
| 6M | -10.2% | +10.8% | -21.0% | -11.8% |
| YTD | +4.9% | -5.8% | +10.7% | +5.0% |
| 1Y | +36.1% | -2.4% | +38.5% | +35.5% |
| 3Y | +416.5% | -33.4% | +449.9% | +439.6% |
| 5Y | +254.8% | -39.4% | +294.2% | +275.3% |
| All | +379.1% | -38.1% | +417.2% | +393.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling