+234.9%
TPR vs CAG
-41.0%
+275.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.3% |
| 7D | -0.3% | -3.3% | +3.1% | +0.1% |
| 30D | +15.1% | +7.7% | +7.4% | +14.2% |
| 3M | +3.5% | -3.2% | +6.7% | +3.8% |
| 6M | +0.4% | +7.0% | -6.5% | -0.6% |
| YTD | +4.6% | -9.0% | +13.6% | +5.2% |
| 1Y | +33.1% | -9.6% | +42.7% | +34.0% |
| 3Y | +396.0% | -36.0% | +432.0% | +420.3% |
| All | +234.9% | -41.0% | +275.9% | +257.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling