+7,716.4%
TPR vs CAG
+157.0%
+7,559.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | -2.3% | -3.8% | +1.5% | -1.1% |
| 30D | -23.0% | +3.1% | -26.1% | -24.0% |
| 3M | -12.5% | +23.5% | -35.9% | -18.9% |
| 6M | -21.4% | -14.8% | -6.6% | -18.1% |
| YTD | -3.5% | -5.4% | +1.9% | -3.4% |
| 1Y | +17.4% | -11.8% | +29.2% | +19.9% |
| 3Y | +291.3% | -36.7% | +327.9% | +338.3% |
| 5Y | +241.9% | -40.3% | +282.2% | +285.4% |
| 10Y | +322.7% | -37.0% | +359.7% | +325.0% |
| All | +7,716.4% | +157.0% | +7,559.4% | +3,143.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling