+734.7%
TT vs CAG
-38.9%
+773.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.7% | +0.1% |
| 7D | +0.8% | +6.6% | -5.8% | -0.1% |
| 30D | -11.8% | +13.9% | -25.7% | -13.6% |
| 3M | -11.6% | +4.0% | -15.6% | -12.4% |
| 6M | -9.3% | +10.0% | -19.3% | -11.2% |
| YTD | +8.9% | -6.1% | +15.0% | +9.2% |
| 1Y | -2.2% | -4.3% | +2.1% | -2.3% |
| 3Y | +91.9% | -34.6% | +126.4% | +102.3% |
| 5Y | +136.0% | -39.4% | +175.4% | +152.3% |
| 10Y | +734.7% | -34.2% | +768.9% | +747.3% |
| All | +734.7% | -38.9% | +773.6% | +747.3% |
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 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