+8.2%
TT vs CAG
-15.1%
+23.4%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.5% |
| 7D | +1.6% | -5.3% | +6.8% | +1.3% |
| 30D | -7.3% | +1.0% | -8.3% | -7.3% |
| 3M | -2.6% | +17.4% | -20.0% | -2.4% |
| 6M | +5.9% | -16.8% | +22.7% | +9.6% |
| YTD | +15.4% | -6.8% | +22.2% | +18.1% |
| 1Y | +8.2% | -15.4% | +23.6% | +11.3% |
| All | +8.2% | -15.1% | +23.4% | +11.3% |
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 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