+748.4%
TT vs CAG
-38.0%
+786.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.1% |
| 7D | +8.1% | -6.2% | +14.2% | +8.9% |
| 30D | -11.3% | +7.4% | -18.7% | -12.4% |
| 3M | -11.2% | -1.6% | -9.6% | -11.3% |
| 6M | -8.9% | +6.3% | -15.2% | -10.5% |
| YTD | +9.7% | -10.1% | +19.8% | +10.7% |
| 1Y | +1.3% | -10.2% | +11.5% | +2.1% |
| 3Y | +93.4% | -37.3% | +130.7% | +105.1% |
| 5Y | +133.5% | -41.6% | +175.1% | +150.7% |
| All | +748.4% | -38.0% | +786.4% | +763.6% |
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