+15,818.7%
TT vs CAG
+604.9%
+15,213.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.9% |
| 7D | -0.2% | -3.8% | +3.6% | +0.9% |
| 30D | -7.4% | +3.1% | -10.5% | -8.4% |
| 3M | -3.2% | +23.5% | -26.7% | -10.0% |
| 6M | +1.1% | -14.8% | +16.0% | +5.0% |
| YTD | +15.6% | -5.4% | +21.1% | +15.8% |
| 1Y | +9.2% | -11.8% | +21.0% | +11.4% |
| 3Y | +124.4% | -36.7% | +161.0% | +148.7% |
| 5Y | +138.0% | -40.3% | +178.3% | +166.4% |
| 10Y | +886.4% | -37.0% | +923.4% | +913.5% |
| All | +15,818.7% | +604.9% | +15,213.8% | +6,713.2% |
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