+14,178.8%
TT vs CAG
+602.0%
+13,576.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +2.9% |
| 7D | -2.0% | +5.8% | -7.8% | -3.8% |
| 30D | -14.0% | +16.4% | -30.4% | -18.4% |
| 3M | -15.9% | +3.8% | -19.7% | -17.6% |
| 6M | -17.3% | +10.8% | -28.1% | -21.3% |
| YTD | +4.0% | -5.8% | +9.8% | +3.5% |
| 1Y | -7.1% | -2.4% | -4.7% | -8.7% |
| 3Y | +90.2% | -33.4% | +123.7% | +106.2% |
| 5Y | +131.1% | -39.4% | +170.6% | +155.6% |
| 10Y | +777.7% | -37.5% | +815.2% | +798.6% |
| All | +14,178.8% | +602.0% | +13,576.8% | +5,972.5% |
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