+14,847.0%
TT vs CAG
+604.3%
+14,242.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.3% | +4.4% | +4.6% |
| 7D | +1.7% | +4.6% | -2.8% | +0.2% |
| 30D | -11.8% | +14.7% | -26.5% | -15.9% |
| 3M | -12.6% | +2.4% | -15.0% | -14.0% |
| 6M | -9.4% | +10.7% | -20.1% | -13.7% |
| YTD | +8.8% | -5.5% | +14.3% | +8.2% |
| 1Y | -2.5% | -4.6% | +2.1% | -3.5% |
| 3Y | +95.7% | -34.4% | +130.1% | +113.1% |
| 5Y | +135.7% | -39.2% | +174.9% | +160.3% |
| 10Y | +750.6% | -39.0% | +789.6% | +779.1% |
| All | +14,847.0% | +604.3% | +14,242.7% | +6,250.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling