+170.6%
CFG vs TLN
+710.8%
-540.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +0.9% |
| 7D | +3.2% | +11.0% | -7.8% | +2.0% |
| 30D | +5.1% | +4.9% | +0.2% | +4.3% |
| 3M | -11.2% | +4.9% | -16.2% | -12.2% |
| 6M | +9.6% | +7.1% | +2.4% | +7.3% |
| YTD | +15.0% | +0.3% | +14.7% | +12.8% |
| 1Y | +29.9% | +5.9% | +24.0% | +26.2% |
| 3Y | +192.1% | +578.5% | -386.4% | +124.0% |
| All | +170.6% | +710.8% | -540.2% | +116.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling