-4.5%
TT vs CAG
-6.8%
+2.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.0% | -7.6% | -0.8% |
| 7D | -8.5% | +9.7% | -18.2% | -7.2% |
| 30D | -12.8% | +15.8% | -28.6% | -11.3% |
| 3M | -12.9% | +1.8% | -14.7% | -12.2% |
| 6M | -15.2% | +11.5% | -26.7% | -13.8% |
| YTD | +6.2% | -6.7% | +12.9% | +9.6% |
| 1Y | -4.5% | -5.6% | +1.1% | -2.1% |
| All | -4.5% | -6.8% | +2.3% | -2.1% |
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