+123.0%
TT vs CAG
-36.4%
+159.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.8% |
| 7D | 0.0% | -3.8% | +3.8% | 0.0% |
| 30D | -7.2% | +3.1% | -10.3% | -7.2% |
| 3M | -3.0% | +23.5% | -26.4% | -3.3% |
| 6M | +1.4% | -14.8% | +16.2% | +2.7% |
| YTD | +15.9% | -5.4% | +21.3% | +17.0% |
| 1Y | +9.4% | -11.8% | +21.2% | +10.6% |
| All | +123.0% | -36.4% | +159.3% | +118.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling